-9.3%
FLUT vs LUMN
-55.8%
+46.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | +2.5% | +10.3% | -7.8% | +2.1% |
| 3M | -9.2% | -18.3% | +9.0% | -8.6% |
| 6M | -8.2% | +4.4% | -12.6% | -8.9% |
| YTD | -53.2% | -10.7% | -42.6% | -53.5% |
| 1Y | -65.6% | +14.0% | -79.5% | -66.2% |
| 3Y | -43.6% | +406.6% | -450.1% | -49.6% |
| 5Y | -50.3% | -36.8% | -13.5% | -53.6% |
| All | -9.3% | -55.8% | +46.5% | -13.1% |
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 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