+5.6%
GTLB vs LUMN
-63.6%
+69.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -11.1% | -18.2% | +7.1% | -9.4% |
| 30D | -7.5% | -32.5% | +25.0% | -4.4% |
| 3M | +34.8% | -32.4% | +67.2% | +39.3% |
| 6M | +98.0% | -59.3% | +157.3% | +110.8% |
| YTD | +28.1% | -48.6% | +76.8% | +31.4% |
| 1Y | +5.6% | -63.5% | +69.1% | +6.9% |
| All | +5.6% | -63.6% | +69.1% | +6.9% |
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 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