+54.0%
UNP vs LUMN
-37.8%
+91.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -1.8% | +2.5% | -4.3% | -1.9% |
| 30D | -2.7% | +10.3% | -13.1% | -3.3% |
| 3M | +6.5% | -18.3% | +24.8% | +7.5% |
| 6M | +14.4% | +4.4% | +10.0% | +13.3% |
| YTD | +24.8% | -10.7% | +35.5% | +24.1% |
| 1Y | +34.4% | +14.0% | +20.5% | +30.5% |
| 3Y | +43.6% | +406.6% | -363.0% | +12.7% |
| All | +54.0% | -37.8% | +91.8% | +74.5% |
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