+183.8%
GRMN vs LUMN
+385.3%
-201.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.2% |
| 7D | +2.4% | +2.5% | -0.1% | +2.3% |
| 30D | -8.5% | +10.3% | -18.8% | -8.9% |
| 3M | +19.5% | -18.3% | +37.7% | +20.4% |
| 6M | +21.2% | +4.4% | +16.8% | +20.5% |
| YTD | +41.0% | -10.7% | +51.7% | +40.6% |
| 1Y | +19.6% | +14.0% | +5.6% | +17.3% |
| 3Y | +183.8% | +406.6% | -222.8% | +169.9% |
| All | +183.8% | +385.3% | -201.5% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling