+165.8%
XHB vs LUMN
-31.8%
+197.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -4.6% | +2.5% | -7.2% | -5.1% |
| 30D | -9.1% | +10.3% | -19.5% | -10.9% |
| 3M | -8.6% | -18.3% | +9.7% | -5.9% |
| 6M | -4.0% | +4.4% | -8.4% | -6.3% |
| YTD | -3.9% | -10.7% | +6.7% | -5.4% |
| 1Y | -16.5% | +14.0% | -30.4% | -23.2% |
| 3Y | +22.6% | +406.6% | -384.0% | -40.3% |
| 5Y | +33.9% | -36.8% | +70.7% | +22.4% |
| 10Y | +213.0% | -56.2% | +269.2% | +179.5% |
| All | +165.8% | -31.8% | +197.5% | +60.2% |
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 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