+8,376.7%
FLEX vs LUMN
+125.4%
+8,251.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +6.7% |
| 7D | +5.7% | +2.5% | +3.2% | +5.0% |
| 30D | -7.0% | +10.3% | -17.4% | -9.6% |
| 3M | -23.8% | -18.3% | -5.6% | -19.7% |
| 6M | +82.6% | +4.4% | +78.3% | +80.1% |
| YTD | +91.6% | -10.7% | +102.3% | +93.3% |
| 1Y | +100.6% | +14.0% | +86.6% | +85.6% |
| 3Y | +479.8% | +406.6% | +73.2% | +136.4% |
| 5Y | +746.5% | -36.8% | +783.3% | +609.0% |
| 10Y | +1,119.4% | -56.2% | +1,175.5% | +892.8% |
| All | +8,376.7% | +125.4% | +8,251.2% | +3,580.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling