+223.6%
XME vs LUMN
-36.2%
+259.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -4.2% | +2.5% | -6.7% | -4.7% |
| 30D | -2.7% | +10.3% | -13.0% | -4.9% |
| 3M | -3.9% | -18.3% | +14.3% | -0.4% |
| 6M | -1.0% | +4.4% | -5.3% | -3.2% |
| YTD | +9.8% | -10.7% | +20.5% | +8.9% |
| 1Y | +32.5% | +14.0% | +18.6% | +21.8% |
| 3Y | +124.3% | +406.6% | -282.2% | -0.8% |
| 5Y | +165.8% | -36.8% | +202.6% | +141.6% |
| 10Y | +411.8% | -56.2% | +468.0% | +355.4% |
| All | +223.6% | -36.2% | +259.8% | +97.2% |
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 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