-35.1%
AUR vs LUMN
-37.8%
+2.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | +1.4% | +2.5% | -1.1% | +1.0% |
| 30D | -6.4% | +10.3% | -16.7% | -7.7% |
| 3M | +7.7% | -18.3% | +26.0% | +10.7% |
| 6M | +44.5% | +4.4% | +40.1% | +43.9% |
| YTD | +67.4% | -10.7% | +78.1% | +68.6% |
| 1Y | +15.4% | +14.0% | +1.5% | +12.2% |
| 3Y | +94.8% | +406.6% | -311.7% | +35.1% |
| All | -35.1% | -37.8% | +2.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling