+238.0%
GM vs LUMN
-56.4%
+294.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -2.4% | +2.5% | -4.9% | -2.8% |
| 30D | -1.1% | +10.3% | -11.4% | -2.8% |
| 3M | +6.1% | -18.3% | +24.4% | +8.8% |
| 6M | +15.0% | +4.4% | +10.6% | +12.6% |
| YTD | +6.0% | -10.7% | +16.7% | +5.0% |
| 1Y | +47.1% | +14.0% | +33.1% | +37.4% |
| 3Y | +170.5% | +406.6% | -236.1% | +46.8% |
| 5Y | +80.5% | -36.8% | +117.3% | +73.3% |
| 10Y | +238.7% | -56.2% | +294.9% | +219.2% |
| All | +238.0% | -56.4% | +294.4% | +159.8% |
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