+24.5%
WMT vs LUMN
-63.6%
+88.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +1.6% | -18.2% | +19.9% | +1.8% |
| 30D | +16.1% | -32.5% | +48.5% | +16.6% |
| 3M | +12.3% | -32.4% | +44.6% | +12.9% |
| 6M | -3.1% | -59.3% | +56.2% | -1.4% |
| YTD | +13.4% | -48.6% | +62.0% | +12.3% |
| 1Y | +24.5% | -63.5% | +88.0% | +24.8% |
| All | +24.5% | -63.6% | +88.1% | +24.8% |
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 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