+257.2%
XOM vs LUMN
-37.8%
+295.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | +4.1% | +2.5% | +1.6% | +4.0% |
| 30D | +4.6% | +10.3% | -5.8% | +4.2% |
| 3M | +14.0% | -18.3% | +32.2% | +14.5% |
| 6M | +11.0% | +4.4% | +6.6% | +10.3% |
| YTD | +40.7% | -10.7% | +51.4% | +40.0% |
| 1Y | +52.3% | +14.0% | +38.4% | +49.3% |
| 3Y | +60.5% | +406.6% | -346.1% | +36.1% |
| All | +257.2% | -37.8% | +295.1% | +316.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling