+798.5%
GLD vs LUMN
-29.5%
+828.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -2.0% | +2.5% | -4.5% | -2.0% |
| 30D | -1.5% | +10.3% | -11.9% | -1.6% |
| 3M | +3.2% | -18.3% | +21.5% | +3.4% |
| 6M | -16.3% | +4.4% | -20.6% | -16.3% |
| YTD | +0.6% | -10.7% | +11.3% | +0.6% |
| 1Y | +19.1% | +14.0% | +5.2% | +18.7% |
| 3Y | +123.5% | +406.6% | -283.1% | +115.1% |
| 5Y | +138.5% | -36.8% | +175.3% | +137.0% |
| 10Y | +214.6% | -56.2% | +270.8% | +212.5% |
| All | +798.5% | -29.5% | +828.0% | +785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling