+55.0%
XOP vs LUMN
-55.8%
+110.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +2.6% | +2.5% | +0.1% | +2.3% |
| 30D | +9.6% | +10.3% | -0.7% | +8.0% |
| 3M | +20.4% | -18.3% | +38.6% | +23.0% |
| 6M | +19.9% | +4.4% | +15.5% | +17.1% |
| YTD | +56.4% | -10.7% | +67.1% | +53.9% |
| 1Y | +52.4% | +14.0% | +38.5% | +42.2% |
| 3Y | +39.9% | +406.6% | -366.7% | -21.1% |
| 5Y | +163.7% | -36.8% | +200.5% | +173.3% |
| All | +55.0% | -55.8% | +110.8% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling