+57.9%
XLE vs LUMN
+385.3%
-327.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +1.7% | +2.5% | -0.8% | +1.6% |
| 30D | +6.7% | +10.3% | -3.6% | +6.4% |
| 3M | +14.9% | -18.3% | +33.1% | +15.4% |
| 6M | +15.9% | +4.4% | +11.5% | +15.3% |
| YTD | +47.7% | -10.7% | +58.4% | +47.1% |
| 1Y | +50.7% | +14.0% | +36.8% | +48.1% |
| 3Y | +57.9% | +406.6% | -348.7% | +44.0% |
| All | +57.9% | +385.3% | -327.4% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling