+1,106.7%
XLY vs LUMN
-41.9%
+1,148.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -1.7% | +2.5% | -4.2% | -2.1% |
| 30D | -4.2% | +10.3% | -14.5% | -5.8% |
| 3M | -2.7% | -18.3% | +15.6% | -0.2% |
| 6M | -0.6% | +4.4% | -5.0% | -2.9% |
| YTD | -5.0% | -10.7% | +5.7% | -6.2% |
| 1Y | -4.1% | +14.0% | -18.1% | -10.7% |
| 3Y | +33.6% | +406.6% | -373.0% | -25.9% |
| 5Y | +28.7% | -36.8% | +65.5% | +16.2% |
| 10Y | +219.6% | -56.2% | +275.8% | +182.2% |
| All | +1,106.7% | -41.9% | +1,148.6% | +722.9% |
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