+295.8%
FTI vs LUMN
-55.8%
+351.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -4.4% | +2.5% | -6.9% | -4.7% |
| 30D | +1.5% | +10.3% | -8.8% | +0.1% |
| 3M | +8.2% | -18.3% | +26.5% | +10.5% |
| 6M | +18.8% | +4.4% | +14.5% | +16.7% |
| YTD | +71.7% | -10.7% | +82.4% | +70.0% |
| 1Y | +90.0% | +14.0% | +76.1% | +79.7% |
| 3Y | +270.5% | +406.6% | -136.1% | +121.5% |
| 5Y | +1,084.5% | -36.8% | +1,121.3% | +1,170.4% |
| All | +295.8% | -55.8% | +351.6% | +299.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling