-10.9%
GTLB vs LUMN
+385.3%
-396.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -5.7% | +2.5% | -8.2% | -6.0% |
| 30D | +15.1% | +10.3% | +4.8% | +13.8% |
| 3M | +65.5% | -18.3% | +83.7% | +68.5% |
| 6M | +102.9% | +4.4% | +98.5% | +98.6% |
| YTD | +25.2% | -10.7% | +35.9% | +23.9% |
| 1Y | -5.5% | +14.0% | -19.5% | -9.9% |
| 3Y | -10.9% | +406.6% | -417.5% | -31.2% |
| All | -10.9% | +385.3% | -396.2% | -31.2% |
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