+14.7%
GTLB vs LUMN
+42.5%
-27.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | +11.1% | +12.1% | -1.0% | +9.9% |
| 30D | +37.8% | +11.3% | +26.5% | +36.3% |
| 3M | +61.6% | -31.6% | +93.2% | +66.6% |
| 6M | +98.9% | -2.7% | +101.7% | +93.3% |
| YTD | +32.8% | -12.9% | +45.6% | +30.1% |
| 1Y | +14.7% | +36.2% | -21.6% | +11.1% |
| All | +14.7% | +42.5% | -27.9% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling