+7.6%
GAP vs LUMN
-37.8%
+45.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.6% |
| 7D | -4.1% | +2.5% | -6.6% | -4.4% |
| 30D | +6.2% | +10.3% | -4.1% | +4.7% |
| 3M | -0.7% | -18.3% | +17.6% | +1.4% |
| 6M | -7.1% | +4.4% | -11.5% | -8.9% |
| YTD | -14.1% | -10.7% | -3.4% | -14.8% |
| 1Y | -8.5% | +14.0% | -22.5% | -13.3% |
| 3Y | +115.4% | +406.6% | -291.2% | +33.8% |
| All | +7.6% | -37.8% | +45.4% | +43.3% |
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