+414.6%
XLF vs LUMN
-41.9%
+456.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | -1.2% | +10.3% | -11.5% | -3.2% |
| 3M | +9.2% | -18.3% | +27.4% | +12.4% |
| 6M | +16.3% | +4.4% | +12.0% | +12.7% |
| YTD | +5.4% | -10.7% | +16.1% | +3.2% |
| 1Y | +7.6% | +14.0% | -6.4% | -2.3% |
| 3Y | +74.2% | +406.6% | -332.4% | -19.7% |
| 5Y | +66.1% | -36.8% | +102.9% | +41.4% |
| 10Y | +252.8% | -56.2% | +308.9% | +193.8% |
| All | +414.6% | -41.9% | +456.5% | +217.8% |
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