+4,812.5%
AON vs LUMN
+156.1%
+4,656.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | -6.3% | +2.5% | -8.8% | -6.6% |
| 30D | -14.1% | +10.3% | -24.4% | -15.1% |
| 3M | -9.5% | -18.3% | +8.8% | -8.1% |
| 6M | -4.0% | +4.4% | -8.4% | -6.0% |
| YTD | -13.8% | -10.7% | -3.1% | -15.1% |
| 1Y | -18.3% | +14.0% | -32.2% | -23.1% |
| 3Y | -7.2% | +406.6% | -413.8% | -40.9% |
| 5Y | +7.3% | -36.8% | +44.1% | -2.9% |
| 10Y | +203.6% | -56.2% | +259.8% | +170.8% |
| All | +4,812.5% | +156.1% | +4,656.4% | +2,646.3% |
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