-19.9%
ACHR vs LUMN
+385.3%
-405.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | -2.3% | +2.5% | -4.8% | -2.7% |
| 30D | -11.3% | +10.3% | -21.6% | -12.7% |
| 3M | +5.3% | -18.3% | +23.5% | +7.9% |
| 6M | -13.2% | +4.4% | -17.6% | -13.9% |
| YTD | -25.8% | -10.7% | -15.1% | -25.5% |
| 1Y | -34.3% | +14.0% | -48.2% | -36.3% |
| 3Y | -19.9% | +406.6% | -426.5% | -46.8% |
| All | -19.9% | +385.3% | -405.3% | -46.8% |
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