+14.9%
XLK vs LUMN
-56.8%
+71.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.0% | -10.2% | -2.8% |
| 7D | -4.3% | -0.8% | -3.5% | -4.4% |
| 30D | -15.0% | -10.8% | -4.2% | -13.6% |
| 3M | -9.2% | -29.1% | +19.8% | -4.2% |
| 6M | -3.5% | -44.5% | +40.9% | +5.8% |
| YTD | +17.7% | -39.4% | +57.1% | +25.2% |
| 1Y | +14.9% | -55.1% | +70.0% | +25.5% |
| All | +14.9% | -56.8% | +71.7% | +25.5% |
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