+9,151.9%
UNP vs LUMN
+156.1%
+8,995.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -1.8% | +2.5% | -4.3% | -2.2% |
| 30D | -2.7% | +10.3% | -13.1% | -4.3% |
| 3M | +6.5% | -18.3% | +24.8% | +8.8% |
| 6M | +14.4% | +4.4% | +10.0% | +11.7% |
| YTD | +24.8% | -10.7% | +35.5% | +22.8% |
| 1Y | +34.4% | +14.0% | +20.5% | +25.0% |
| 3Y | +43.6% | +406.6% | -363.0% | -17.1% |
| 5Y | +53.2% | -36.8% | +90.0% | +33.8% |
| 10Y | +282.1% | -56.2% | +338.2% | +228.2% |
| All | +9,151.9% | +156.1% | +8,995.8% | +4,737.1% |
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