-52.9%
FIS vs LUMN
-62.6%
+9.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.0% | +9.7% | -0.9% |
| 7D | -21.2% | -16.9% | -4.3% | -20.7% |
| 30D | -12.1% | -32.7% | +20.6% | -11.5% |
| 3M | -30.6% | -34.5% | +3.9% | -30.1% |
| 6M | -35.5% | -56.9% | +21.4% | -34.8% |
| YTD | -54.4% | -48.8% | -5.6% | -54.4% |
| 1Y | -52.9% | -63.4% | +10.5% | -52.6% |
| All | -52.9% | -62.6% | +9.8% | -52.6% |
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