+3,756.6%
FN vs LUMN
-45.4%
+3,802.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | +1.8% | +2.5% | -0.7% | +1.3% |
| 30D | -27.5% | +10.3% | -37.8% | -28.6% |
| 3M | -28.8% | -18.3% | -10.5% | -26.4% |
| 6M | -20.9% | +4.4% | -25.3% | -21.2% |
| YTD | -8.9% | -10.7% | +1.7% | -7.8% |
| 1Y | +14.5% | +14.0% | +0.5% | +10.7% |
| 3Y | +172.6% | +406.6% | -233.9% | +86.1% |
| 5Y | +300.6% | -36.8% | +337.4% | +309.2% |
| 10Y | +941.7% | -56.2% | +997.8% | +942.5% |
| All | +3,756.6% | -45.4% | +3,802.0% | +2,751.7% |
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