+506.0%
XYZ vs LUMN
-53.8%
+559.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -4.3% | +2.5% | -6.8% | -4.6% |
| 30D | +1.2% | +10.3% | -9.1% | -0.2% |
| 3M | +14.6% | -18.3% | +32.9% | +17.3% |
| 6M | +22.6% | +4.4% | +18.2% | +20.7% |
| YTD | +21.7% | -10.7% | +32.4% | +20.9% |
| 1Y | +6.7% | +14.0% | -7.2% | +1.2% |
| 3Y | +46.8% | +406.6% | -359.7% | -6.1% |
| 5Y | -68.0% | -36.8% | -31.2% | -69.0% |
| 10Y | +602.8% | -56.2% | +659.0% | +547.5% |
| All | +506.0% | -53.8% | +559.8% | +474.6% |
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 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