+49.5%
USHY vs LUMN
-39.4%
+88.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.8% | +3.8% | -4.7% | -0.9% |
| 30D | -0.9% | +4.6% | -5.6% | -1.1% |
| 3M | -0.1% | -17.2% | +17.1% | +0.4% |
| 6M | +2.5% | +5.9% | -3.3% | +2.0% |
| YTD | +1.6% | -9.5% | +11.2% | +1.3% |
| 1Y | +3.2% | +16.2% | -13.0% | +1.6% |
| 3Y | +26.5% | +384.8% | -358.3% | +12.2% |
| 5Y | +20.6% | -38.7% | +59.3% | +22.2% |
| All | +49.5% | -39.4% | +88.9% | +45.6% |
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