+889.2%
XLV vs LUMN
-41.9%
+931.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -3.6% | +2.5% | -6.1% | -3.8% |
| 30D | -1.8% | +10.3% | -12.2% | -3.0% |
| 3M | +7.8% | -18.3% | +26.0% | +9.6% |
| 6M | +9.1% | +4.4% | +4.7% | +7.2% |
| YTD | +7.7% | -10.7% | +18.4% | +6.5% |
| 1Y | +20.4% | +14.0% | +6.5% | +14.1% |
| 3Y | +30.8% | +406.6% | -375.8% | -16.3% |
| 5Y | +34.6% | -36.8% | +71.4% | +24.7% |
| 10Y | +173.4% | -56.2% | +229.6% | +148.5% |
| All | +889.2% | -41.9% | +931.1% | +611.1% |
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 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