+338.9%
FIS vs LUMN
-14.2%
+353.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.2% |
| 7D | -7.9% | +2.5% | -10.4% | -8.3% |
| 30D | -8.0% | +10.3% | -18.3% | -9.6% |
| 3M | +0.6% | -18.3% | +18.9% | +3.1% |
| 6M | -22.2% | +4.4% | -26.6% | -24.5% |
| YTD | -40.8% | -10.7% | -30.1% | -41.9% |
| 1Y | -41.5% | +14.0% | -55.5% | -46.4% |
| 3Y | -25.5% | +406.6% | -432.1% | -62.3% |
| 5Y | -64.8% | -36.8% | -28.0% | -68.8% |
| 10Y | -40.1% | -56.2% | +16.1% | -48.5% |
| All | +338.9% | -14.2% | +353.1% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling