+4.4%
AUR vs LUMN
-56.8%
+61.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.0% | -11.2% | -5.8% |
| 7D | +6.6% | -0.8% | +7.4% | +6.3% |
| 30D | -22.0% | -10.8% | -11.2% | -18.7% |
| 3M | -34.8% | -29.1% | -5.7% | -25.8% |
| 6M | -35.7% | -44.5% | +8.7% | -20.6% |
| YTD | +18.5% | -39.4% | +57.9% | +34.1% |
| 1Y | +4.4% | -55.1% | +59.5% | +26.0% |
| All | +4.4% | -56.8% | +61.1% | +26.0% |
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 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