+19.3%
ARM vs LUMN
-59.3%
+78.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.9% | +0.6% | -2.9% |
| 7D | -18.7% | -6.9% | -11.8% | -16.4% |
| 30D | -36.7% | -20.5% | -16.2% | -30.8% |
| 3M | -31.6% | -33.4% | +1.7% | -20.7% |
| 6M | -5.6% | -52.1% | +46.5% | +22.7% |
| YTD | +75.5% | -42.5% | +117.9% | +106.7% |
| 1Y | +19.3% | -57.6% | +76.9% | +50.2% |
| All | +19.3% | -59.3% | +78.6% | +50.2% |
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