+1,115.5%
FLEX vs LUMN
-55.8%
+1,171.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +6.9% |
| 7D | +5.7% | +2.5% | +3.2% | +5.3% |
| 30D | -7.0% | +10.3% | -17.4% | -8.6% |
| 3M | -23.8% | -18.3% | -5.6% | -21.3% |
| 6M | +82.6% | +4.4% | +78.3% | +81.8% |
| YTD | +91.6% | -10.7% | +102.3% | +93.5% |
| 1Y | +100.6% | +14.0% | +86.6% | +93.9% |
| 3Y | +479.8% | +406.6% | +73.2% | +285.3% |
| 5Y | +746.5% | -36.8% | +783.3% | +770.8% |
| All | +1,115.5% | -55.8% | +1,171.3% | +1,109.0% |
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