+65.2%
HAS vs LUMN
-59.3%
+124.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.9% | +9.0% | +3.3% |
| 7D | +2.4% | -6.9% | +9.3% | +2.7% |
| 30D | +31.6% | -20.5% | +52.1% | +32.6% |
| 3M | +33.9% | -33.4% | +67.2% | +35.8% |
| 6M | +31.4% | -52.1% | +83.5% | +34.5% |
| YTD | +51.6% | -42.5% | +94.1% | +54.1% |
| 1Y | +65.2% | -57.6% | +122.8% | +70.3% |
| All | +65.2% | -59.3% | +124.5% | +70.3% |
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 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