+2,107.8%
GAP vs LUMN
+156.1%
+1,951.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.4% |
| 7D | -4.1% | +2.5% | -6.6% | -4.7% |
| 30D | +6.2% | +10.3% | -4.1% | +3.5% |
| 3M | -0.7% | -18.3% | +17.6% | +2.9% |
| 6M | -7.1% | +4.4% | -11.5% | -10.4% |
| YTD | -14.1% | -10.7% | -3.4% | -15.7% |
| 1Y | -8.5% | +14.0% | -22.5% | -17.3% |
| 3Y | +115.4% | +406.6% | -291.2% | -5.4% |
| 5Y | +9.8% | -36.8% | +46.6% | -9.4% |
| 10Y | +30.6% | -56.2% | +86.7% | +8.8% |
| All | +2,107.8% | +156.1% | +1,951.7% | +754.9% |
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