+361.5%
ALL vs LUMN
-55.8%
+417.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -2.3% | +2.5% | -4.8% | -2.4% |
| 30D | -0.4% | +10.3% | -10.8% | -1.1% |
| 3M | +16.0% | -18.3% | +34.3% | +17.3% |
| 6M | +24.6% | +4.4% | +20.2% | +22.9% |
| YTD | +23.7% | -10.7% | +34.3% | +22.4% |
| 1Y | +27.7% | +14.0% | +13.8% | +22.4% |
| 3Y | +150.2% | +406.6% | -256.3% | +78.4% |
| 5Y | +117.1% | -36.8% | +153.9% | +120.4% |
| All | +361.5% | -55.8% | +417.3% | +334.7% |
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