+96.2%
AGG vs LUMN
-31.3%
+127.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.1% |
| 30D | -1.1% | +10.3% | -11.5% | -1.2% |
| 3M | -1.9% | -18.3% | +16.3% | -1.9% |
| 6M | -1.7% | +4.4% | -6.1% | -1.7% |
| YTD | -1.3% | -10.7% | +9.4% | -1.3% |
| 1Y | -0.7% | +14.0% | -14.7% | -0.8% |
| 3Y | +12.5% | +406.6% | -394.1% | +11.8% |
| 5Y | -2.5% | -36.8% | +34.3% | -2.8% |
| 10Y | +14.2% | -56.2% | +70.4% | +13.8% |
| All | +96.2% | -31.3% | +127.6% | +96.1% |
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 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