+20.3%
FTV vs LUMN
+42.5%
-22.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -1.0% |
| 7D | -4.5% | +12.1% | -16.6% | -4.1% |
| 30D | -7.1% | +11.3% | -18.4% | -6.7% |
| 3M | -7.2% | -31.6% | +24.5% | -8.0% |
| 6M | -1.5% | -2.7% | +1.2% | -1.4% |
| YTD | +3.5% | -12.9% | +16.3% | +2.7% |
| 1Y | +20.3% | +36.2% | -15.9% | +21.4% |
| All | +20.3% | +42.5% | -22.2% | +21.4% |
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