+220.6%
UPS vs LUMN
-40.3%
+260.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -2.0% | +2.5% | -4.5% | -2.3% |
| 30D | -2.0% | +10.3% | -12.3% | -3.3% |
| 3M | -6.2% | -18.3% | +12.0% | -4.2% |
| 6M | +2.8% | +4.4% | -1.6% | +0.9% |
| YTD | +5.9% | -10.7% | +16.6% | +4.7% |
| 1Y | +26.2% | +14.0% | +12.3% | +19.2% |
| 3Y | -26.0% | +406.6% | -432.6% | -54.7% |
| 5Y | -34.3% | -36.8% | +2.5% | -40.3% |
| 10Y | +37.5% | -56.2% | +93.7% | +23.1% |
| All | +220.6% | -40.3% | +260.8% | +151.1% |
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