-56.4%
FICO vs LUMN
-59.3%
+2.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -3.4% |
| 7D | +0.4% | -6.9% | +7.3% | +0.2% |
| 30D | +1.7% | -20.5% | +22.1% | +0.8% |
| 3M | -33.0% | -33.4% | +0.3% | -33.9% |
| 6M | -33.9% | -52.1% | +18.2% | -34.7% |
| YTD | -58.5% | -42.5% | -16.1% | -59.4% |
| 1Y | -56.4% | -57.6% | +1.2% | -57.0% |
| All | -56.4% | -59.3% | +2.9% | -57.0% |
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