+22.3%
XLV vs LUMN
+33.3%
-11.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.3% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -1.1% | +2.6% | -3.7% | -1.1% |
| 3M | +8.2% | -19.6% | +27.8% | +8.4% |
| 6M | +8.9% | +2.7% | +6.2% | +8.6% |
| YTD | +8.5% | -12.4% | +20.9% | +7.9% |
| 1Y | +22.3% | +21.0% | +1.3% | +22.2% |
| All | +22.3% | +33.3% | -11.0% | +22.2% |
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