-2.3%
FERG vs LUMN
+42.5%
-44.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.5% |
| 7D | 0.0% | +12.1% | -12.1% | -0.8% |
| 30D | -10.2% | +11.3% | -21.5% | -10.9% |
| 3M | -0.6% | -31.6% | +31.0% | +1.6% |
| 6M | -6.5% | -2.7% | -3.8% | -6.9% |
| YTD | +4.2% | -12.9% | +17.0% | +3.4% |
| 1Y | -2.3% | +36.2% | -38.5% | +2.1% |
| All | -2.3% | +42.5% | -44.8% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling