+228.4%
UNH vs LUMN
-55.8%
+284.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.5% |
| 7D | -4.5% | +2.5% | -7.1% | -4.7% |
| 30D | -6.5% | +10.3% | -16.9% | -7.1% |
| 3M | -6.0% | -18.3% | +12.3% | -5.1% |
| 6M | +33.7% | +4.4% | +29.3% | +32.4% |
| YTD | +16.4% | -10.7% | +27.1% | +15.7% |
| 1Y | +10.1% | +14.0% | -3.9% | +7.0% |
| 3Y | -16.3% | +406.6% | -422.9% | -33.5% |
| 5Y | +2.1% | -36.8% | +38.9% | +6.6% |
| All | +228.4% | -55.8% | +284.2% | +215.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling