+103.2%
XLP vs LUMN
-55.8%
+159.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -1.4% | +2.5% | -3.9% | -1.5% |
| 30D | -2.0% | +10.3% | -12.3% | -2.5% |
| 3M | -1.5% | -18.3% | +16.7% | -0.8% |
| 6M | -0.2% | +4.4% | -4.5% | -1.0% |
| YTD | +8.7% | -10.7% | +19.4% | +8.1% |
| 1Y | +6.3% | +14.0% | -7.6% | +3.6% |
| 3Y | +25.1% | +406.6% | -381.5% | -1.5% |
| 5Y | +32.4% | -36.8% | +69.2% | +35.4% |
| All | +103.2% | -55.8% | +159.0% | +96.1% |
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