+41.0%
GEV vs LUMN
-63.6%
+104.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -9.8% | -18.2% | +8.5% | -5.3% |
| 30D | -22.3% | -32.5% | +10.2% | -15.2% |
| 3M | -22.6% | -32.4% | +9.8% | -15.9% |
| 6M | -30.7% | -59.3% | +28.6% | -16.4% |
| YTD | +18.7% | -48.6% | +67.4% | +33.5% |
| 1Y | +41.0% | -63.5% | +104.6% | +66.8% |
| All | +41.0% | -63.6% | +104.6% | +66.8% |
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