+22.7%
ACWI vs LUMN
+42.5%
-19.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +0.5% | +12.1% | -11.6% | -0.4% |
| 30D | +0.9% | +11.3% | -10.5% | -0.1% |
| 3M | +2.4% | -31.6% | +34.0% | +5.1% |
| 6M | +12.4% | -2.7% | +15.1% | +12.1% |
| YTD | +15.2% | -12.9% | +28.0% | +14.9% |
| 1Y | +22.7% | +36.2% | -13.5% | +20.1% |
| All | +22.7% | +42.5% | -19.8% | +20.1% |
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