-75.0%
FRSH vs LUMN
-40.5%
-34.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -6.6% | +2.5% | -9.1% | -6.8% |
| 30D | +2.1% | +10.3% | -8.2% | +1.0% |
| 3M | +29.0% | -18.3% | +47.2% | +31.0% |
| 6M | +48.6% | +4.4% | +44.3% | +46.4% |
| YTD | -2.9% | -10.7% | +7.7% | -3.7% |
| 1Y | -7.9% | +14.0% | -21.9% | -11.9% |
| 3Y | -46.5% | +406.6% | -453.1% | -61.6% |
| All | -75.0% | -40.5% | -34.5% | -66.2% |
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