+75.1%
ACWI vs LUMN
+385.3%
-310.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -1.0% | +2.5% | -3.5% | -1.1% |
| 30D | -0.9% | +10.3% | -11.2% | -1.4% |
| 3M | +3.5% | -18.3% | +21.8% | +4.3% |
| 6M | +12.8% | +4.4% | +8.5% | +12.3% |
| YTD | +14.0% | -10.7% | +24.7% | +13.8% |
| 1Y | +19.2% | +14.0% | +5.2% | +17.4% |
| 3Y | +75.1% | +406.6% | -331.4% | +59.8% |
| All | +75.1% | +385.3% | -310.2% | +59.8% |
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