+49.1%
XOM vs LUMN
-63.6%
+112.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.4% |
| 7D | -11.4% | -18.2% | +6.8% | -12.3% |
| 30D | +1.1% | -32.5% | +33.6% | -0.8% |
| 3M | +7.8% | -32.4% | +40.2% | +6.0% |
| 6M | +13.0% | -59.3% | +72.4% | +8.3% |
| YTD | +40.6% | -48.6% | +89.2% | +35.9% |
| 1Y | +49.1% | -63.5% | +112.6% | +42.4% |
| All | +49.1% | -63.6% | +112.7% | +42.4% |
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