+12.5%
FN vs LUMN
+42.5%
-30.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.2% | +3.9% |
| 7D | -1.7% | +12.1% | -13.8% | -5.9% |
| 30D | -22.0% | +11.3% | -33.3% | -25.1% |
| 3M | -43.0% | -31.6% | -11.4% | -35.4% |
| 6M | -27.7% | -2.7% | -25.0% | -26.4% |
| YTD | -10.5% | -12.9% | +2.4% | -8.0% |
| 1Y | +12.5% | +36.2% | -23.7% | +6.6% |
| All | +12.5% | +42.5% | -30.0% | +6.6% |
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