+1,173.6%
C vs LUMN
+156.1%
+1,017.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +0.8% | +2.5% | -1.7% | +0.1% |
| 30D | +0.9% | +10.3% | -9.4% | -1.9% |
| 3M | +1.1% | -18.3% | +19.3% | +5.5% |
| 6M | +28.4% | +4.4% | +24.0% | +23.3% |
| YTD | +20.8% | -10.7% | +31.4% | +17.8% |
| 1Y | +43.4% | +14.0% | +29.5% | +26.5% |
| 3Y | +274.9% | +406.6% | -131.7% | +32.5% |
| 5Y | +136.7% | -36.8% | +173.5% | +77.6% |
| 10Y | +297.6% | -56.2% | +353.8% | +196.0% |
| All | +1,173.6% | +156.1% | +1,017.5% | +392.1% |
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