-51.7%
FIG vs LUMN
-59.3%
+7.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.9% | +11.1% | +5.2% |
| 7D | -4.7% | -6.9% | +2.2% | -4.7% |
| 30D | +0.5% | -20.5% | +21.0% | +0.1% |
| 3M | -18.4% | -33.4% | +15.0% | -19.1% |
| 6M | +10.9% | -52.1% | +63.0% | +10.5% |
| YTD | -40.8% | -42.5% | +1.7% | -42.2% |
| 1Y | -51.7% | -57.6% | +5.9% | -50.3% |
| All | -51.7% | -59.3% | +7.6% | -50.3% |
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 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