+177.8%
XLE vs LUMN
-55.8%
+233.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | +1.7% | +2.5% | -0.8% | +1.4% |
| 30D | +6.7% | +10.3% | -3.6% | +5.6% |
| 3M | +14.9% | -18.3% | +33.1% | +16.7% |
| 6M | +15.9% | +4.4% | +11.5% | +13.9% |
| YTD | +47.7% | -10.7% | +58.4% | +45.9% |
| 1Y | +50.7% | +14.0% | +36.8% | +43.1% |
| 3Y | +57.9% | +406.6% | -348.7% | +3.0% |
| 5Y | +227.0% | -36.8% | +263.8% | +236.1% |
| All | +177.8% | -55.8% | +233.6% | +164.6% |
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 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