+50.4%
FTI vs LUMN
-63.6%
+114.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | -7.6% | -18.2% | +10.6% | -5.9% |
| 30D | -7.1% | -32.5% | +25.4% | -4.0% |
| 3M | -8.7% | -32.4% | +23.7% | -5.7% |
| 6M | -14.0% | -59.3% | +45.3% | -7.6% |
| YTD | +42.8% | -48.6% | +91.5% | +47.4% |
| 1Y | +50.4% | -63.5% | +113.9% | +58.0% |
| All | +50.4% | -63.6% | +114.0% | +58.0% |
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