-65.6%
FLUT vs LUMN
+11.9%
-77.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | +0.4% | +2.5% | -2.1% | +0.4% |
| 30D | +2.5% | +10.3% | -7.8% | +2.3% |
| 3M | -9.2% | -18.3% | +9.0% | -8.8% |
| 6M | -8.2% | +4.4% | -12.6% | -10.1% |
| YTD | -53.2% | -10.7% | -42.6% | -54.2% |
| 1Y | -65.6% | +14.0% | -79.5% | -65.3% |
| All | -65.6% | +11.9% | -77.5% | -65.3% |
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