-65.0%
FIS vs LUMN
-37.8%
-27.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | +0.6% | -18.3% | +18.9% | +2.0% |
| 6M | -22.2% | +4.4% | -26.6% | -23.4% |
| YTD | -40.8% | -10.7% | -30.1% | -41.3% |
| 1Y | -41.5% | +14.0% | -55.5% | -44.3% |
| 3Y | -25.5% | +406.6% | -432.1% | -51.2% |
| All | -65.0% | -37.8% | -27.2% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling