+632.4%
GEV vs LUMN
+339.2%
+293.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.4% |
| 7D | +1.6% | +2.5% | -0.9% | +1.3% |
| 30D | -7.9% | +10.3% | -18.3% | -9.1% |
| 3M | +5.6% | -18.3% | +23.9% | +7.9% |
| 6M | +13.1% | +4.4% | +8.7% | +12.1% |
| YTD | +46.7% | -10.7% | +57.4% | +46.6% |
| 1Y | +51.3% | +14.0% | +37.3% | +46.3% |
| All | +632.4% | +339.2% | +293.2% | +627.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling