-37.1%
FIS vs LUMN
+42.5%
-79.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -1.0% |
| 7D | +1.1% | +12.1% | -11.0% | +1.3% |
| 30D | -2.2% | +11.3% | -13.6% | -2.0% |
| 3M | +2.1% | -31.6% | +33.8% | +1.9% |
| 6M | -14.7% | -2.7% | -11.9% | -14.9% |
| YTD | -35.7% | -12.9% | -22.8% | -35.9% |
| 1Y | -37.1% | +36.2% | -73.3% | -36.3% |
| All | -37.1% | +42.5% | -79.6% | -36.3% |
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