+8.3%
YUM vs LUMN
-57.1%
+65.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | -0.1% |
| 7D | -3.7% | -0.4% | -3.2% | -3.6% |
| 30D | +9.2% | -11.9% | +21.1% | +8.9% |
| 3M | +11.2% | -30.3% | +41.5% | +10.5% |
| 6M | +7.7% | -46.6% | +54.3% | +6.4% |
| YTD | +7.5% | -42.7% | +50.2% | +5.4% |
| 1Y | +8.3% | -51.9% | +60.2% | +6.3% |
| All | +8.3% | -57.1% | +65.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling