+25.0%
FLEX vs LUMN
-59.3%
+84.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.9% | -6.4% | -9.9% |
| 7D | -17.0% | -6.9% | -10.1% | -14.4% |
| 30D | -33.8% | -20.5% | -13.4% | -27.4% |
| 3M | -39.0% | -33.4% | -5.7% | -29.0% |
| 6M | -15.9% | -52.1% | +36.2% | +10.5% |
| YTD | +27.8% | -42.5% | +70.3% | +57.2% |
| 1Y | +25.0% | -57.6% | +82.6% | +63.2% |
| All | +25.0% | -59.3% | +84.3% | +63.2% |
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