-18.0%
GIS vs LUMN
+42.5%
-60.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -2.6% |
| 7D | -7.8% | +12.1% | -19.9% | -7.0% |
| 30D | +6.6% | +11.3% | -4.8% | +7.6% |
| 3M | +21.0% | -31.6% | +52.6% | +18.2% |
| 6M | -9.1% | -2.7% | -6.3% | -8.6% |
| YTD | -13.6% | -12.9% | -0.7% | -13.5% |
| 1Y | -18.0% | +36.2% | -54.2% | -12.6% |
| All | -18.0% | +42.5% | -60.5% | -12.6% |
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