+98.5%
FLEX vs LUMN
+42.5%
+56.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.2% |
| 7D | -0.9% | +12.1% | -13.0% | -4.9% |
| 30D | -10.1% | +11.3% | -21.5% | -13.8% |
| 3M | -31.3% | -31.6% | +0.3% | -23.2% |
| 6M | +71.3% | -2.7% | +74.0% | +74.0% |
| YTD | +81.2% | -12.9% | +94.1% | +87.0% |
| 1Y | +98.5% | +36.2% | +62.3% | +92.1% |
| All | +98.5% | +42.5% | +56.0% | +92.1% |
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 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