-62.7%
FND vs LUMN
-37.8%
-24.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -5.8% | +2.5% | -8.3% | -6.0% |
| 30D | -20.2% | +10.3% | -30.5% | -21.1% |
| 3M | -12.0% | -18.3% | +6.3% | -10.5% |
| 6M | -18.5% | +4.4% | -22.9% | -19.6% |
| YTD | -22.3% | -10.7% | -11.6% | -22.8% |
| 1Y | -47.6% | +14.0% | -61.6% | -50.2% |
| 3Y | -49.8% | +406.6% | -456.3% | -67.1% |
| All | -62.7% | -37.8% | -24.9% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling