+246.4%
UAL vs LUMN
-31.8%
+278.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.6% |
| 7D | -1.4% | +2.5% | -3.9% | -2.0% |
| 30D | -12.2% | +10.3% | -22.6% | -14.7% |
| 3M | -2.5% | -18.3% | +15.8% | +1.9% |
| 6M | +21.1% | +4.4% | +16.7% | +17.2% |
| YTD | -1.8% | -10.7% | +8.9% | -3.1% |
| 1Y | +0.4% | +14.0% | -13.5% | -9.8% |
| 3Y | +130.3% | +406.6% | -276.3% | -14.2% |
| 5Y | +147.7% | -36.8% | +184.5% | +116.2% |
| 10Y | +109.4% | -56.2% | +165.6% | +81.3% |
| All | +246.4% | -31.8% | +278.2% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling