+75.8%
GM vs LUMN
-37.8%
+113.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | -1.1% | +10.3% | -11.4% | -2.1% |
| 3M | +6.1% | -18.3% | +24.4% | +7.8% |
| 6M | +15.0% | +4.4% | +10.6% | +13.7% |
| YTD | +6.0% | -10.7% | +16.7% | +5.6% |
| 1Y | +47.1% | +14.0% | +33.1% | +41.7% |
| 3Y | +170.5% | +406.6% | -236.1% | +88.1% |
| All | +75.8% | -37.8% | +113.6% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling