-40.6%
FIS vs LUMN
-55.8%
+15.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | 0.0% |
| 7D | -7.9% | +2.5% | -10.4% | -8.1% |
| 30D | -8.0% | +10.3% | -18.3% | -9.0% |
| 3M | +0.6% | -18.3% | +18.9% | +2.3% |
| 6M | -22.2% | +4.4% | -26.6% | -23.7% |
| YTD | -40.8% | -10.7% | -30.1% | -41.4% |
| 1Y | -41.5% | +14.0% | -55.5% | -44.7% |
| 3Y | -25.5% | +406.6% | -432.1% | -52.4% |
| 5Y | -64.8% | -36.8% | -28.0% | -66.2% |
| All | -40.6% | -55.8% | +15.2% | -47.3% |
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