+47.7%
FND vs LUMN
-54.8%
+102.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -5.8% | +2.5% | -8.3% | -6.1% |
| 30D | -20.2% | +10.3% | -30.5% | -21.3% |
| 3M | -12.0% | -18.3% | +6.3% | -10.1% |
| 6M | -18.5% | +4.4% | -22.9% | -20.0% |
| YTD | -22.3% | -10.7% | -11.6% | -23.0% |
| 1Y | -47.6% | +14.0% | -61.6% | -50.8% |
| 3Y | -49.8% | +406.6% | -456.3% | -70.1% |
| 5Y | -63.0% | -36.8% | -26.2% | -63.4% |
| All | +47.7% | -54.8% | +102.5% | +27.4% |
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