-1.5%
GAP vs LUMN
-62.6%
+61.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -11.0% | +5.3% | -4.6% |
| 7D | -2.1% | -16.9% | +14.8% | -0.5% |
| 30D | -5.1% | -32.7% | +27.6% | -1.7% |
| 3M | +9.8% | -34.5% | +44.3% | +13.8% |
| 6M | -3.6% | -56.9% | +53.3% | +4.0% |
| YTD | -9.8% | -48.8% | +39.0% | -6.9% |
| 1Y | -1.5% | -63.4% | +61.9% | +3.1% |
| All | -1.5% | -62.6% | +61.2% | +3.1% |
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