+2.9%
XME vs LUMN
-63.6%
+66.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | -4.5% | -18.2% | +13.8% | -0.6% |
| 30D | -10.9% | -32.5% | +21.6% | -4.0% |
| 3M | -15.3% | -32.4% | +17.1% | -9.1% |
| 6M | -24.6% | -59.3% | +34.7% | -11.7% |
| YTD | -9.6% | -48.6% | +39.0% | -0.3% |
| 1Y | +2.9% | -63.5% | +66.4% | +17.8% |
| All | +2.9% | -63.6% | +66.5% | +17.8% |
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 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