+788.5%
XLK vs LUMN
-55.8%
+844.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | -0.6% | +10.3% | -11.0% | -1.7% |
| 3M | +2.6% | -18.3% | +20.8% | +4.4% |
| 6M | +34.0% | +4.4% | +29.6% | +32.6% |
| YTD | +30.7% | -10.7% | +41.4% | +30.4% |
| 1Y | +39.2% | +14.0% | +25.2% | +34.6% |
| 3Y | +120.4% | +406.6% | -286.1% | +62.6% |
| 5Y | +148.8% | -36.8% | +185.6% | +159.4% |
| All | +788.5% | -55.8% | +844.3% | +764.1% |
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