-26.1%
AR vs LUMN
-53.9%
+27.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.2% |
| 7D | -2.5% | +2.5% | -5.0% | -2.9% |
| 30D | +2.5% | +10.3% | -7.8% | +0.9% |
| 3M | +12.3% | -18.3% | +30.6% | +15.0% |
| 6M | -3.1% | +4.4% | -7.5% | -5.7% |
| YTD | +11.5% | -10.7% | +22.2% | +9.4% |
| 1Y | +17.0% | +14.0% | +3.1% | +8.4% |
| 3Y | +47.3% | +406.6% | -359.3% | -20.4% |
| 5Y | +141.2% | -36.8% | +178.0% | +146.2% |
| 10Y | +41.8% | -56.2% | +97.9% | +41.9% |
| All | -26.1% | -53.9% | +27.8% | -25.7% |
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