+290.5%
GME vs LUMN
-55.8%
+346.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.2% |
| 7D | +10.4% | +2.5% | +7.9% | +9.6% |
| 30D | +14.1% | +10.3% | +3.7% | +10.6% |
| 3M | -4.6% | -18.3% | +13.6% | -0.2% |
| 6M | -13.5% | +4.4% | -17.9% | -17.6% |
| YTD | +5.3% | -10.7% | +16.0% | +1.7% |
| 1Y | -14.9% | +14.0% | -28.8% | -27.1% |
| 3Y | +24.3% | +406.6% | -382.3% | -70.9% |
| 5Y | -55.6% | -36.8% | -18.8% | -59.8% |
| All | +290.5% | -55.8% | +346.3% | +321.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling