+30.7%
ULTA vs LUMN
+385.3%
-354.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -3.1% | +2.5% | -5.6% | -3.2% |
| 30D | +2.8% | +10.3% | -7.5% | +2.4% |
| 3M | +14.8% | -18.3% | +33.0% | +15.5% |
| 6M | -16.2% | +4.4% | -20.6% | -16.7% |
| YTD | -9.6% | -10.7% | +1.1% | -9.9% |
| 1Y | +4.8% | +14.0% | -9.2% | +2.6% |
| 3Y | +30.7% | +406.6% | -375.9% | +12.3% |
| All | +30.7% | +385.3% | -354.6% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling