-49.8%
FND vs LUMN
+385.3%
-435.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -5.8% | +2.5% | -8.3% | -5.9% |
| 30D | -20.2% | +10.3% | -30.5% | -20.8% |
| 3M | -12.0% | -18.3% | +6.3% | -10.9% |
| 6M | -18.5% | +4.4% | -22.9% | -19.3% |
| YTD | -22.3% | -10.7% | -11.6% | -22.6% |
| 1Y | -47.6% | +14.0% | -61.6% | -49.4% |
| 3Y | -49.8% | +406.6% | -456.3% | -61.4% |
| All | -49.8% | +385.3% | -435.1% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling