+153.8%
GEN vs LUMN
-55.8%
+209.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | +6.1% | +10.3% | -4.2% | +5.3% |
| 3M | +27.0% | -18.3% | +45.2% | +28.4% |
| 6M | +43.9% | +4.4% | +39.5% | +42.3% |
| YTD | +13.0% | -10.7% | +23.7% | +12.3% |
| 1Y | +4.0% | +14.0% | -9.9% | +0.7% |
| 3Y | +66.2% | +406.6% | -340.4% | +28.6% |
| 5Y | +23.2% | -36.8% | +60.0% | +19.4% |
| All | +153.8% | -55.8% | +209.6% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling