-21.9%
AS vs LUMN
+42.5%
-64.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +3.8% |
| 7D | -4.9% | +12.1% | -17.0% | -6.1% |
| 30D | -19.6% | +11.3% | -31.0% | -20.7% |
| 3M | -14.4% | -31.6% | +17.2% | -10.7% |
| 6M | -20.1% | -2.7% | -17.4% | -20.7% |
| YTD | -20.9% | -12.9% | -8.1% | -21.7% |
| 1Y | -21.9% | +36.2% | -58.1% | -25.8% |
| All | -21.9% | +42.5% | -64.4% | -25.8% |
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