+39.6%
ALL vs LUMN
-62.6%
+102.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.0% | +10.1% | -1.8% |
| 7D | +4.2% | -16.9% | +21.1% | +2.6% |
| 30D | +18.9% | -32.7% | +51.6% | +15.1% |
| 3M | +1.2% | -34.5% | +35.8% | -1.9% |
| 6M | +23.2% | -56.9% | +80.1% | +15.9% |
| YTD | +30.0% | -48.8% | +78.8% | +25.2% |
| 1Y | +39.6% | -63.4% | +103.0% | +31.5% |
| All | +39.6% | -62.6% | +102.2% | +31.5% |
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 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