+102.0%
FTI vs LUMN
+42.5%
+59.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | +5.3% | +12.1% | -6.8% | +4.2% |
| 30D | +15.3% | +11.3% | +4.0% | +14.1% |
| 3M | +15.8% | -31.6% | +47.4% | +19.3% |
| 6M | +22.6% | -2.7% | +25.3% | +21.6% |
| YTD | +79.5% | -12.9% | +92.4% | +77.6% |
| 1Y | +102.0% | +36.2% | +65.8% | +89.5% |
| All | +102.0% | +42.5% | +59.5% | +89.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling