+0.2%
XLU vs LUMN
-55.5%
+55.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.1% |
| 7D | +1.2% | +4.8% | -3.6% | +1.1% |
| 30D | +4.6% | -16.4% | +21.1% | +4.9% |
| 3M | +0.7% | -33.7% | +34.4% | +1.3% |
| 6M | -1.7% | -51.9% | +50.2% | -0.6% |
| YTD | +4.8% | -46.3% | +51.1% | +5.3% |
| 1Y | +0.2% | -51.2% | +51.4% | +0.6% |
| All | +0.2% | -55.5% | +55.7% | +0.6% |
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