+86.3%
FTV vs LUMN
-57.6%
+143.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -4.0% | +2.5% | -6.5% | -4.2% |
| 30D | -11.0% | +10.3% | -21.4% | -11.8% |
| 3M | -8.4% | -18.3% | +9.9% | -7.2% |
| 6M | -2.6% | +4.4% | -6.9% | -3.9% |
| YTD | -0.6% | -10.7% | +10.1% | -1.7% |
| 1Y | +11.0% | +14.0% | -3.0% | +6.0% |
| 3Y | -6.3% | +406.6% | -412.9% | -34.1% |
| 5Y | -1.5% | -36.8% | +35.3% | -1.1% |
| 10Y | +78.8% | -56.2% | +135.0% | +64.3% |
| All | +86.3% | -57.6% | +143.9% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling