+583.2%
F vs LUMN
+156.1%
+427.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -4.4% | +2.5% | -7.0% | -4.9% |
| 30D | +1.0% | +10.3% | -9.3% | -1.1% |
| 3M | -4.0% | -18.3% | +14.3% | -0.6% |
| 6M | +18.1% | +4.4% | +13.7% | +15.6% |
| YTD | +10.2% | -10.7% | +20.9% | +9.2% |
| 1Y | +24.3% | +14.0% | +10.4% | +14.2% |
| 3Y | +38.1% | +406.6% | -368.5% | -34.9% |
| 5Y | +50.2% | -36.8% | +87.0% | +26.3% |
| 10Y | +91.2% | -56.2% | +147.4% | +60.7% |
| All | +583.2% | +156.1% | +427.1% | +232.6% |
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 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