+25.0%
XLB vs LUMN
-62.6%
+87.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.0% | +8.0% | -2.4% |
| 7D | -0.4% | -16.9% | +16.5% | +0.4% |
| 30D | +5.2% | -32.7% | +37.9% | +6.9% |
| 3M | -0.1% | -34.5% | +34.4% | +1.5% |
| 6M | +2.4% | -56.9% | +59.3% | +6.0% |
| YTD | +16.9% | -48.8% | +65.7% | +18.5% |
| 1Y | +25.0% | -63.4% | +88.4% | +26.7% |
| All | +25.0% | -62.6% | +87.7% | +26.7% |
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