-38.6%
FICO vs LUMN
+42.5%
-81.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.0% | -14.7% | -16.7% |
| 7D | -19.2% | +12.1% | -31.3% | -19.0% |
| 30D | -14.6% | +11.3% | -25.9% | -14.4% |
| 3M | -20.1% | -31.6% | +11.5% | -19.4% |
| 6M | -36.3% | -2.7% | -33.6% | -36.8% |
| YTD | -44.9% | -12.9% | -32.0% | -45.3% |
| 1Y | -38.6% | +36.2% | -74.8% | -45.9% |
| All | -38.6% | +42.5% | -81.1% | -45.9% |
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