+220.4%
COMP vs LUMN
+385.3%
-164.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.8% | +3.6% |
| 7D | -5.5% | +2.5% | -8.0% | -5.7% |
| 30D | -17.4% | +10.3% | -27.8% | -18.3% |
| 3M | +24.4% | -18.3% | +42.6% | +26.3% |
| 6M | +21.8% | +4.4% | +17.4% | +20.7% |
| YTD | -0.6% | -10.7% | +10.1% | -0.9% |
| 1Y | +11.5% | +14.0% | -2.5% | +6.8% |
| 3Y | +220.4% | +406.6% | -186.1% | +86.7% |
| All | +220.4% | +385.3% | -164.9% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling