+208.9%
XHB vs LUMN
-55.8%
+264.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -4.6% | +2.5% | -7.2% | -4.9% |
| 30D | -9.1% | +10.3% | -19.5% | -10.2% |
| 3M | -8.6% | -18.3% | +9.7% | -6.8% |
| 6M | -4.0% | +4.4% | -8.4% | -5.4% |
| YTD | -3.9% | -10.7% | +6.7% | -4.7% |
| 1Y | -16.5% | +14.0% | -30.4% | -20.6% |
| 3Y | +22.6% | +406.6% | -384.0% | -20.9% |
| 5Y | +33.9% | -36.8% | +70.7% | +33.9% |
| All | +208.9% | -55.8% | +264.7% | +184.0% |
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