+247.4%
A vs LUMN
-55.8%
+303.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.5% |
| 7D | -2.6% | +2.5% | -5.1% | -2.8% |
| 30D | -0.9% | +10.3% | -11.2% | -1.7% |
| 3M | +13.6% | -18.3% | +31.9% | +15.2% |
| 6M | +27.8% | +4.4% | +23.5% | +26.3% |
| YTD | +8.6% | -10.7% | +19.3% | +8.0% |
| 1Y | +16.9% | +14.0% | +2.9% | +12.6% |
| 3Y | +32.9% | +406.6% | -373.7% | -0.8% |
| 5Y | -14.1% | -36.8% | +22.7% | -16.8% |
| All | +247.4% | -55.8% | +303.2% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling