+61.6%
AG vs LUMN
-55.8%
+117.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.1% |
| 7D | -6.7% | +2.5% | -9.2% | -7.0% |
| 30D | +2.2% | +10.3% | -8.2% | +1.1% |
| 3M | +15.7% | -18.3% | +34.0% | +17.9% |
| 6M | -23.8% | +4.4% | -28.2% | -24.3% |
| YTD | +17.6% | -10.7% | +28.3% | +17.7% |
| 1Y | +88.6% | +14.0% | +74.7% | +82.9% |
| 3Y | +253.4% | +406.6% | -153.1% | +163.8% |
| 5Y | +62.4% | -36.8% | +99.2% | +56.9% |
| All | +61.6% | -55.8% | +117.4% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling