+3,743.1%
ASX vs LUMN
-16.3%
+3,759.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | +5.2% | +2.5% | +2.7% | +4.8% |
| 30D | +0.5% | +10.3% | -9.9% | -1.3% |
| 3M | +8.3% | -18.3% | +26.6% | +11.9% |
| 6M | +82.0% | +4.4% | +77.7% | +80.1% |
| YTD | +147.6% | -10.7% | +158.3% | +147.5% |
| 1Y | +258.8% | +14.0% | +244.9% | +240.7% |
| 3Y | +452.1% | +406.6% | +45.5% | +221.0% |
| 5Y | +441.7% | -36.8% | +478.5% | +405.7% |
| 10Y | +946.1% | -56.2% | +1,002.3% | +843.9% |
| All | +3,743.1% | -16.3% | +3,759.5% | +2,027.7% |
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