+6,577.3%
FIX vs LUMN
-55.8%
+6,633.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +6.0% |
| 7D | +5.0% | +2.5% | +2.5% | +4.6% |
| 30D | -2.7% | +10.3% | -13.0% | -4.3% |
| 3M | -8.2% | -18.3% | +10.0% | -5.4% |
| 6M | +20.3% | +4.4% | +15.9% | +18.9% |
| YTD | +81.4% | -10.7% | +92.1% | +81.8% |
| 1Y | +121.5% | +14.0% | +107.5% | +111.7% |
| 3Y | +807.4% | +406.6% | +400.9% | +489.8% |
| 5Y | +2,306.7% | -36.8% | +2,343.5% | +2,422.3% |
| All | +6,577.3% | -55.8% | +6,633.2% | +6,213.7% |
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