+498.2%
XLP vs LUMN
-42.9%
+541.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.4% |
| 30D | -1.9% | +6.7% | -8.6% | -2.5% |
| 3M | -2.1% | -17.6% | +15.4% | -0.9% |
| 6M | -1.8% | +1.6% | -3.5% | -3.0% |
| YTD | +8.3% | -12.4% | +20.7% | +7.5% |
| 1Y | +6.8% | +10.9% | -4.1% | +2.6% |
| 3Y | +25.7% | +379.6% | -353.9% | -11.1% |
| 5Y | +31.9% | -38.0% | +69.9% | +24.7% |
| 10Y | +106.3% | -57.0% | +163.2% | +92.3% |
| All | +498.2% | -42.9% | +541.2% | +372.9% |
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