+4,439.9%
XOM vs LUMN
+156.1%
+4,283.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | +4.1% | +2.5% | +1.6% | +3.8% |
| 30D | +4.6% | +10.3% | -5.8% | +3.1% |
| 3M | +14.0% | -18.3% | +32.2% | +16.3% |
| 6M | +11.0% | +4.4% | +6.6% | +8.4% |
| YTD | +40.7% | -10.7% | +51.4% | +38.3% |
| 1Y | +52.3% | +14.0% | +38.4% | +42.2% |
| 3Y | +60.5% | +406.6% | -346.1% | -4.5% |
| 5Y | +266.4% | -36.8% | +303.2% | +224.6% |
| 10Y | +194.4% | -56.2% | +250.6% | +159.8% |
| All | +4,439.9% | +156.1% | +4,283.7% | +2,964.5% |
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