+3,452.6%
ALNY vs LUMN
-21.2%
+3,473.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -6.5% | +2.5% | -9.1% | -6.8% |
| 30D | +11.0% | +10.3% | +0.7% | +9.6% |
| 3M | -14.1% | -18.3% | +4.2% | -12.5% |
| 6M | -22.4% | +4.4% | -26.8% | -24.1% |
| YTD | -37.5% | -10.7% | -26.8% | -38.4% |
| 1Y | -46.9% | +14.0% | -60.9% | -50.2% |
| 3Y | +22.1% | +406.6% | -384.5% | -28.0% |
| 5Y | +31.2% | -36.8% | +68.0% | +26.4% |
| 10Y | +256.3% | -56.2% | +312.5% | +234.9% |
| All | +3,452.6% | -21.2% | +3,473.8% | +2,234.7% |
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 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