+201.4%
B vs LUMN
-55.8%
+257.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -2.4% | +2.5% | -4.9% | -2.5% |
| 30D | +6.3% | +10.3% | -4.0% | +5.8% |
| 3M | +12.1% | -18.3% | +30.4% | +13.0% |
| 6M | -3.1% | +4.4% | -7.5% | -3.6% |
| YTD | +2.0% | -10.7% | +12.6% | +1.8% |
| 1Y | +51.7% | +14.0% | +37.7% | +49.2% |
| 3Y | +190.5% | +406.6% | -216.1% | +146.7% |
| 5Y | +158.0% | -36.8% | +194.8% | +153.5% |
| All | +201.4% | -55.8% | +257.2% | +174.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling