-20.3%
GFS vs LUMN
+385.3%
-405.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.0% |
| 7D | +3.8% | +2.5% | +1.3% | +3.6% |
| 30D | -11.7% | +10.3% | -22.0% | -12.5% |
| 3M | -41.8% | -18.3% | -23.5% | -40.9% |
| 6M | +6.6% | +4.4% | +2.3% | +6.3% |
| YTD | +34.6% | -10.7% | +45.3% | +34.8% |
| 1Y | +46.2% | +14.0% | +32.2% | +43.8% |
| 3Y | -20.3% | +406.6% | -426.9% | -27.3% |
| All | -20.3% | +385.3% | -405.6% | -27.3% |
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