-5.4%
GFI vs LUMN
-54.6%
+49.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.0% | -16.1% | -8.0% |
| 7D | +10.4% | -0.8% | +11.2% | +10.2% |
| 30D | +3.6% | -10.8% | +14.4% | +4.7% |
| 3M | -5.1% | -29.1% | +24.0% | -1.4% |
| 6M | -13.0% | -44.5% | +31.4% | -6.9% |
| YTD | -8.0% | -39.4% | +31.3% | -5.5% |
| All | -5.4% | -54.6% | +49.3% | -3.7% |
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