+35.8%
GFS vs LUMN
+42.5%
-6.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +2.0% |
| 7D | +1.0% | +12.1% | -11.1% | -1.5% |
| 30D | -8.6% | +11.3% | -19.9% | -10.9% |
| 3M | -46.5% | -31.6% | -14.9% | -43.3% |
| 6M | -4.8% | -2.7% | -2.1% | -4.5% |
| YTD | +29.7% | -12.9% | +42.5% | +30.3% |
| 1Y | +35.8% | +36.2% | -0.4% | +38.2% |
| All | +35.8% | +42.5% | -6.7% | +38.2% |
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 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