+17.8%
YUM vs LUMN
+385.3%
-367.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -6.1% | +2.5% | -8.6% | -6.1% |
| 30D | -5.8% | +10.3% | -16.2% | -6.0% |
| 3M | -7.6% | -18.3% | +10.6% | -7.3% |
| 6M | -9.1% | +4.4% | -13.5% | -9.5% |
| YTD | -5.5% | -10.7% | +5.2% | -5.8% |
| 1Y | -3.7% | +14.0% | -17.7% | -5.1% |
| 3Y | +17.8% | +406.6% | -388.8% | +6.1% |
| All | +17.8% | +385.3% | -367.5% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling