+27.3%
GM vs LUMN
-60.4%
+87.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.3% | -4.2% | +3.1% |
| 7D | -0.3% | -10.6% | +10.2% | +0.8% |
| 30D | +8.4% | -18.2% | +26.5% | +10.4% |
| 3M | +2.6% | -30.8% | +33.3% | +6.2% |
| 6M | +14.3% | -49.1% | +63.3% | +22.3% |
| YTD | +11.0% | -44.4% | +55.4% | +17.5% |
| All | +27.3% | -60.4% | +87.6% | +36.5% |
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 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