+49.7%
USHY vs LUMN
-40.1%
+89.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | -0.7% | +10.3% | -11.0% | -1.0% |
| 3M | +0.1% | -18.3% | +18.3% | +0.6% |
| 6M | +1.8% | +4.4% | -2.6% | +1.3% |
| YTD | +1.8% | -10.7% | +12.5% | +1.5% |
| 1Y | +3.3% | +14.0% | -10.7% | +1.8% |
| 3Y | +27.0% | +406.6% | -379.6% | +12.2% |
| 5Y | +21.0% | -36.8% | +57.8% | +22.4% |
| All | +49.7% | -40.1% | +89.9% | +45.8% |
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