-14.2%
XYL vs LUMN
-37.8%
+23.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +1.2% | +2.5% | -1.3% | +1.0% |
| 30D | -11.9% | +10.3% | -22.3% | -12.6% |
| 3M | -1.5% | -18.3% | +16.7% | -0.5% |
| 6M | -11.9% | +4.4% | -16.3% | -12.7% |
| YTD | -20.6% | -10.7% | -9.9% | -20.9% |
| 1Y | -23.5% | +14.0% | -37.5% | -25.6% |
| 3Y | +14.9% | +406.6% | -391.7% | -10.1% |
| All | -14.2% | -37.8% | +23.6% | +7.8% |
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