+9.7%
AIG vs LUMN
-56.8%
+66.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.0% | -5.6% | +3.6% |
| 7D | +2.2% | -0.8% | +3.1% | +2.1% |
| 30D | +6.9% | -10.8% | +17.6% | +6.3% |
| 3M | +6.8% | -29.1% | +35.8% | +5.4% |
| 6M | +9.2% | -44.5% | +53.7% | +7.2% |
| YTD | -1.9% | -39.4% | +37.5% | -3.6% |
| 1Y | +9.7% | -55.1% | +64.8% | +7.4% |
| All | +9.7% | -56.8% | +66.4% | +7.4% |
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