+278.5%
AA vs LUMN
+156.1%
+122.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -3.4% | +2.5% | -5.9% | -4.1% |
| 30D | -5.8% | +10.3% | -16.1% | -8.4% |
| 3M | -29.9% | -18.3% | -11.6% | -26.7% |
| 6M | -27.0% | +4.4% | -31.4% | -29.4% |
| YTD | -8.7% | -10.7% | +2.0% | -10.4% |
| 1Y | +50.6% | +14.0% | +36.7% | +35.4% |
| 3Y | +74.1% | +406.6% | -332.5% | -30.6% |
| 5Y | +2.6% | -36.8% | +39.4% | -18.9% |
| 10Y | +121.0% | -56.2% | +177.2% | +79.4% |
| All | +278.5% | +156.1% | +122.4% | +104.4% |
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