-24.8%
GIS vs LUMN
+11.9%
-36.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.2% |
| 7D | -6.4% | +2.5% | -8.9% | -6.2% |
| 30D | -6.1% | +10.3% | -16.4% | -5.2% |
| 3M | +7.8% | -18.3% | +26.1% | +6.6% |
| 6M | -8.8% | +4.4% | -13.2% | -7.9% |
| YTD | -19.1% | -10.7% | -8.4% | -18.9% |
| 1Y | -24.8% | +14.0% | -38.7% | -21.2% |
| All | -24.8% | +11.9% | -36.7% | -21.2% |
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