+47.6%
TSLA vs LUMN
-37.8%
+85.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +3.2% | +2.5% | +0.7% | +2.9% |
| 30D | +11.6% | +10.3% | +1.2% | +10.3% |
| 3M | -8.4% | -18.3% | +9.8% | -6.7% |
| 6M | -10.4% | +4.4% | -14.8% | -11.1% |
| YTD | -18.7% | -10.7% | -8.1% | -18.8% |
| 1Y | -0.9% | +14.0% | -14.9% | -3.7% |
| 3Y | +33.6% | +406.6% | -373.0% | +12.3% |
| All | +47.6% | -37.8% | +85.4% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling