+17.9%
A vs LUMN
-62.6%
+80.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.0% | +7.9% | -2.6% |
| 7D | -5.2% | -16.9% | +11.7% | -4.4% |
| 30D | +1.4% | -32.7% | +34.1% | +3.0% |
| 3M | +21.9% | -34.5% | +56.5% | +23.8% |
| 6M | +46.7% | -56.9% | +103.5% | +51.1% |
| YTD | +27.2% | -48.8% | +76.0% | +29.3% |
| 1Y | +17.9% | -63.4% | +81.3% | +19.5% |
| All | +17.9% | -62.6% | +80.5% | +19.5% |
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