+567.0%
FE vs LUMN
+30.5%
+536.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | -1.9% | +10.3% | -12.2% | -3.0% |
| 3M | -0.2% | -18.3% | +18.1% | +1.5% |
| 6M | -7.1% | +4.4% | -11.4% | -8.7% |
| YTD | +6.1% | -10.7% | +16.8% | +4.9% |
| 1Y | +10.1% | +14.0% | -3.9% | +4.3% |
| 3Y | +46.9% | +406.6% | -359.7% | -6.3% |
| 5Y | +50.0% | -36.8% | +86.8% | +38.0% |
| 10Y | +114.1% | -56.2% | +170.3% | +94.0% |
| All | +567.0% | +30.5% | +536.5% | +359.4% |
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