+1,311.2%
FERG vs LUMN
-46.6%
+1,357.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -2.6% | +2.5% | -5.1% | -2.7% |
| 30D | -8.9% | +10.3% | -19.2% | -9.5% |
| 3M | -2.0% | -18.3% | +16.2% | -1.0% |
| 6M | -3.2% | +4.4% | -7.6% | -4.0% |
| YTD | +1.5% | -10.7% | +12.2% | +1.1% |
| 1Y | +0.5% | +14.0% | -13.5% | -2.1% |
| 3Y | +50.4% | +406.6% | -356.2% | +25.0% |
| 5Y | +68.7% | -36.8% | +105.5% | +59.9% |
| 10Y | +351.3% | -56.2% | +407.5% | +326.9% |
| All | +1,311.2% | -46.6% | +1,357.8% | +1,222.1% |
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 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