+5,370.7%
GRMN vs LUMN
-34.4%
+5,405.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.0% |
| 7D | +2.4% | +2.5% | -0.1% | +2.1% |
| 30D | -8.5% | +10.3% | -18.8% | -9.9% |
| 3M | +19.5% | -18.3% | +37.7% | +22.3% |
| 6M | +21.2% | +4.4% | +16.8% | +18.6% |
| YTD | +41.0% | -10.7% | +51.7% | +39.3% |
| 1Y | +19.6% | +14.0% | +5.6% | +11.6% |
| 3Y | +183.8% | +406.6% | -222.8% | +63.0% |
| 5Y | +83.0% | -36.8% | +119.8% | +70.6% |
| 10Y | +675.8% | -56.2% | +732.0% | +604.3% |
| All | +5,370.7% | -34.4% | +5,405.1% | +3,749.3% |
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