+2,024.8%
GS vs LUMN
-41.2%
+2,066.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | -0.9% | +6.7% | -7.7% | -2.7% |
| 3M | +2.3% | -17.6% | +19.9% | +6.1% |
| 6M | +23.4% | +1.6% | +21.8% | +20.2% |
| YTD | +17.7% | -12.4% | +30.1% | +16.2% |
| 1Y | +35.1% | +10.9% | +24.2% | +22.1% |
| 3Y | +234.9% | +379.6% | -144.6% | +41.7% |
| 5Y | +185.3% | -38.0% | +223.3% | +137.4% |
| 10Y | +643.9% | -57.0% | +700.9% | +506.2% |
| All | +2,024.8% | -41.2% | +2,066.0% | +1,110.4% |
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