+579.1%
AU vs LUMN
+385.3%
+193.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -4.3% | +2.5% | -6.8% | -4.4% |
| 30D | +7.3% | +10.3% | -3.0% | +6.7% |
| 3M | +26.3% | -18.3% | +44.6% | +27.4% |
| 6M | +1.8% | +4.4% | -2.6% | +1.4% |
| YTD | +26.8% | -10.7% | +37.5% | +26.6% |
| 1Y | +66.7% | +14.0% | +52.7% | +63.6% |
| 3Y | +579.1% | +406.6% | +172.5% | +448.0% |
| All | +579.1% | +385.3% | +193.8% | +448.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling