-20.0%
GIS vs LUMN
-56.8%
+36.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | -0.1% |
| 7D | +1.5% | -0.8% | +2.4% | +1.7% |
| 30D | +9.2% | -10.8% | +20.0% | +8.5% |
| 3M | -5.4% | -29.1% | +23.7% | -7.4% |
| 6M | +3.4% | -44.5% | +47.9% | -0.2% |
| YTD | -20.5% | -39.4% | +18.9% | -22.6% |
| 1Y | -20.0% | -55.1% | +35.1% | -24.2% |
| All | -20.0% | -56.8% | +36.8% | -24.2% |
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