+337.4%
AGI vs LUMN
-55.8%
+393.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -2.7% | +2.5% | -5.2% | -2.8% |
| 30D | +7.2% | +10.3% | -3.1% | +6.7% |
| 3M | +4.3% | -18.3% | +22.5% | +5.0% |
| 6M | -27.1% | +4.4% | -31.5% | -27.3% |
| YTD | -6.6% | -10.7% | +4.1% | -6.8% |
| 1Y | +9.5% | +14.0% | -4.4% | +8.0% |
| 3Y | +208.4% | +406.6% | -198.1% | +166.9% |
| 5Y | +401.6% | -36.8% | +438.4% | +399.6% |
| All | +337.4% | -55.8% | +393.2% | +315.5% |
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 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