+27.4%
UPS vs LUMN
-62.6%
+90.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.0% | +8.1% | -2.2% |
| 7D | +3.5% | -16.9% | +20.4% | +4.5% |
| 30D | +19.3% | -32.7% | +51.9% | +21.7% |
| 3M | +4.7% | -34.5% | +39.3% | +7.0% |
| 6M | +17.0% | -56.9% | +73.8% | +21.8% |
| YTD | +17.3% | -48.8% | +66.0% | +19.2% |
| 1Y | +27.4% | -63.4% | +90.7% | +32.0% |
| All | +27.4% | -62.6% | +90.0% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling