+246.7%
FFIV vs LUMN
-55.8%
+302.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.1% |
| 7D | +5.4% | +2.5% | +2.9% | +5.2% |
| 30D | -2.7% | +10.3% | -13.0% | -3.7% |
| 3M | +4.5% | -18.3% | +22.8% | +6.2% |
| 6M | +42.2% | +4.4% | +37.8% | +40.1% |
| YTD | +61.3% | -10.7% | +72.0% | +60.0% |
| 1Y | +23.0% | +14.0% | +9.1% | +17.5% |
| 3Y | +156.3% | +406.6% | -250.3% | +81.3% |
| 5Y | +102.9% | -36.8% | +139.7% | +97.6% |
| All | +246.7% | -55.8% | +302.5% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling