+631.5%
XLU vs LUMN
-41.9%
+673.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | -3.3% | +10.3% | -13.6% | -4.5% |
| 3M | -3.2% | -18.3% | +15.1% | -1.4% |
| 6M | -7.0% | +4.4% | -11.3% | -8.7% |
| YTD | +0.6% | -10.7% | +11.3% | -0.6% |
| 1Y | +2.4% | +14.0% | -11.5% | -3.2% |
| 3Y | +46.3% | +406.6% | -360.3% | -7.9% |
| 5Y | +44.0% | -36.8% | +80.8% | +32.3% |
| 10Y | +140.1% | -56.2% | +196.2% | +116.1% |
| All | +631.5% | -41.9% | +673.3% | +415.8% |
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