+1,036.2%
FTI vs LUMN
-37.8%
+1,074.0%
-36.7%
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% | +0.9% |
| 7D | -4.4% | +2.5% | -6.9% | -4.5% |
| 30D | +1.5% | +10.3% | -8.8% | +0.9% |
| 3M | +8.2% | -18.3% | +26.5% | +9.2% |
| 6M | +18.8% | +4.4% | +14.5% | +17.9% |
| YTD | +71.7% | -10.7% | +82.4% | +71.0% |
| 1Y | +90.0% | +14.0% | +76.1% | +86.1% |
| 3Y | +270.5% | +406.6% | -136.1% | +219.6% |
| All | +1,036.2% | -37.8% | +1,074.0% | +1,322.8% |
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 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