+461.0%
A vs LUMN
-44.9%
+506.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.3% |
| 7D | -2.6% | +2.5% | -5.1% | -3.0% |
| 30D | -0.9% | +10.3% | -11.2% | -2.7% |
| 3M | +13.6% | -18.3% | +31.9% | +16.9% |
| 6M | +27.8% | +4.4% | +23.5% | +24.5% |
| YTD | +8.6% | -10.7% | +19.3% | +6.9% |
| 1Y | +16.9% | +14.0% | +2.9% | +7.4% |
| 3Y | +32.9% | +406.6% | -373.7% | -32.6% |
| 5Y | -14.1% | -36.8% | +22.7% | -25.2% |
| 10Y | +254.1% | -56.2% | +310.3% | +194.5% |
| All | +461.0% | -44.9% | +506.0% | +235.4% |
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