-25.6%
TSLA vs LUMN
-62.6%
+37.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -11.0% | +0.2% | -8.4% |
| 7D | -14.8% | -16.9% | +2.1% | -11.3% |
| 30D | -9.7% | -32.7% | +22.9% | -2.1% |
| 3M | +6.9% | -34.5% | +41.4% | +16.2% |
| 6M | -11.7% | -56.9% | +45.1% | +3.1% |
| YTD | -23.6% | -48.8% | +25.2% | -14.3% |
| 1Y | -25.6% | -63.4% | +37.7% | -11.2% |
| All | -25.6% | -62.6% | +37.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling