+39.4%
AG vs LUMN
-63.6%
+103.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | +6.3% | -18.2% | +24.5% | +11.2% |
| 30D | -8.9% | -32.5% | +23.5% | -0.7% |
| 3M | -12.2% | -32.4% | +20.2% | -4.4% |
| 6M | -28.3% | -59.3% | +31.0% | -12.9% |
| YTD | -8.8% | -48.6% | +39.8% | +1.4% |
| 1Y | +39.4% | -63.5% | +102.9% | +65.0% |
| All | +39.4% | -63.6% | +103.0% | +65.0% |
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