+248.8%
XLF vs LUMN
-55.8%
+304.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.5% | +2.5% | -4.0% | -1.7% |
| 30D | -1.2% | +10.3% | -11.5% | -2.2% |
| 3M | +9.2% | -18.3% | +27.4% | +10.9% |
| 6M | +16.3% | +4.4% | +12.0% | +14.4% |
| YTD | +5.4% | -10.7% | +16.1% | +4.4% |
| 1Y | +7.6% | +14.0% | -6.4% | +2.3% |
| 3Y | +74.2% | +406.6% | -332.4% | +15.7% |
| 5Y | +66.1% | -36.8% | +102.9% | +68.3% |
| All | +248.8% | -55.8% | +304.7% | +224.3% |
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