+648.3%
FICO vs LUMN
-55.8%
+704.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | +5.7% | +2.5% | +3.2% | +5.5% |
| 30D | -5.6% | +10.3% | -16.0% | -6.4% |
| 3M | -16.9% | -18.3% | +1.4% | -15.8% |
| 6M | -15.4% | +4.4% | -19.8% | -16.7% |
| YTD | -41.7% | -10.7% | -31.0% | -42.3% |
| 1Y | -38.3% | +14.0% | -52.2% | -40.9% |
| 3Y | +8.9% | +406.6% | -397.7% | -18.1% |
| 5Y | +118.3% | -36.8% | +155.1% | +119.0% |
| All | +648.3% | -55.8% | +704.1% | +587.3% |
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