-26.7%
COMP vs LUMN
-37.8%
+11.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.8% | +3.5% |
| 7D | -5.5% | +2.5% | -8.0% | -5.8% |
| 30D | -17.4% | +10.3% | -27.8% | -18.7% |
| 3M | +24.4% | -18.3% | +42.6% | +27.2% |
| 6M | +21.8% | +4.4% | +17.4% | +19.9% |
| YTD | -0.6% | -10.7% | +10.1% | -1.3% |
| 1Y | +11.5% | +14.0% | -2.5% | +4.2% |
| 3Y | +220.4% | +406.6% | -186.1% | +62.9% |
| All | -26.7% | -37.8% | +11.2% | +0.1% |
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 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