+7.0%
GLXY vs LUMN
+65.6%
-58.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.4% |
| 7D | -7.3% | +2.5% | -9.8% | -8.4% |
| 30D | +15.7% | +10.3% | +5.4% | +11.1% |
| 3M | -26.7% | -18.3% | -8.4% | -21.2% |
| 6M | +13.7% | +4.4% | +9.3% | +11.7% |
| YTD | +9.1% | -10.7% | +19.8% | +11.3% |
| 1Y | -15.5% | +14.0% | -29.4% | -14.4% |
| All | +7.0% | +65.6% | -58.6% | +5.5% |
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