+730.0%
FLEX vs LUMN
-37.8%
+767.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 3M | -23.8% | -18.3% | -5.6% | -21.7% |
| 6M | +82.6% | +4.4% | +78.3% | +82.2% |
| YTD | +91.6% | -10.7% | +102.3% | +93.5% |
| 1Y | +100.6% | +14.0% | +86.6% | +96.2% |
| 3Y | +479.8% | +406.6% | +73.2% | +348.0% |
| All | +730.0% | -37.8% | +767.9% | +898.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling