+352.2%
ACWI vs LUMN
-32.6%
+384.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -1.0% | +2.5% | -3.5% | -1.3% |
| 30D | -0.9% | +10.3% | -11.2% | -2.2% |
| 3M | +3.5% | -18.3% | +21.8% | +5.7% |
| 6M | +12.8% | +4.4% | +8.5% | +10.9% |
| YTD | +14.0% | -10.7% | +24.7% | +13.0% |
| 1Y | +19.2% | +14.0% | +5.2% | +12.7% |
| 3Y | +75.1% | +406.6% | -331.4% | +6.4% |
| 5Y | +68.6% | -36.8% | +105.4% | +62.7% |
| 10Y | +232.1% | -56.2% | +288.2% | +214.1% |
| All | +352.2% | -32.6% | +384.8% | +214.5% |
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