+782.1%
B vs LUMN
+156.1%
+626.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +12.1% | -18.3% | +30.4% | +13.2% |
| 6M | -3.1% | +4.4% | -7.5% | -3.8% |
| YTD | +2.0% | -10.7% | +12.6% | +1.6% |
| 1Y | +51.7% | +14.0% | +37.7% | +48.2% |
| 3Y | +190.5% | +406.6% | -216.1% | +136.0% |
| 5Y | +158.0% | -36.8% | +194.8% | +145.1% |
| 10Y | +205.5% | -56.2% | +261.7% | +187.1% |
| All | +782.1% | +156.1% | +626.0% | +643.2% |
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