+1,475.9%
XLK vs LUMN
-41.9%
+1,517.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | +0.2% | +2.5% | -2.3% | -0.2% |
| 30D | -0.6% | +10.3% | -11.0% | -2.5% |
| 3M | +2.6% | -18.3% | +20.8% | +5.8% |
| 6M | +34.0% | +4.4% | +29.6% | +31.4% |
| YTD | +30.7% | -10.7% | +41.4% | +29.7% |
| 1Y | +39.2% | +14.0% | +25.2% | +30.1% |
| 3Y | +120.4% | +406.6% | -286.1% | +17.5% |
| 5Y | +148.8% | -36.8% | +185.6% | +126.2% |
| 10Y | +803.3% | -56.2% | +859.5% | +697.3% |
| All | +1,475.9% | -41.9% | +1,517.7% | +890.4% |
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