+2.1%
AS vs LUMN
-59.3%
+61.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.9% | +11.0% | +5.7% |
| 7D | +13.8% | -6.9% | +20.6% | +14.5% |
| 30D | +16.7% | -20.5% | +37.1% | +19.2% |
| 3M | -11.5% | -33.4% | +21.9% | -8.0% |
| 6M | -5.5% | -52.1% | +46.6% | +2.3% |
| YTD | -14.2% | -42.5% | +28.3% | -11.8% |
| 1Y | +2.1% | -57.6% | +59.7% | +4.2% |
| All | +2.1% | -59.3% | +61.4% | +4.2% |
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