+9,012.8%
WMT vs LUMN
+156.1%
+8,856.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | 0.0% | +2.5% | -2.5% | -0.3% |
| 30D | -7.4% | +10.3% | -17.8% | -8.5% |
| 3M | -10.9% | -18.3% | +7.4% | -9.4% |
| 6M | -12.7% | +4.4% | -17.0% | -14.2% |
| YTD | -3.2% | -10.7% | +7.5% | -4.3% |
| 1Y | +5.3% | +14.0% | -8.7% | -0.1% |
| 3Y | +101.9% | +406.6% | -304.7% | +32.9% |
| 5Y | +134.6% | -36.8% | +171.4% | +115.1% |
| 10Y | +440.4% | -56.2% | +496.5% | +386.8% |
| All | +9,012.8% | +156.1% | +8,856.7% | +4,313.6% |
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