+7.0%
WMT vs LUMN
+42.5%
-35.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | +3.9% | +12.1% | -8.2% | +3.8% |
| 30D | -4.4% | +11.3% | -15.7% | -4.5% |
| 3M | -8.8% | -31.6% | +22.8% | -8.1% |
| 6M | -15.6% | -2.7% | -12.9% | -16.1% |
| YTD | -3.2% | -12.9% | +9.6% | -4.1% |
| 1Y | +7.0% | +36.2% | -29.2% | +5.2% |
| All | +7.0% | +42.5% | -35.5% | +5.2% |
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