+301.7%
HIG vs LUMN
-55.8%
+357.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | -0.4% | +10.3% | -10.7% | -1.2% |
| 3M | +6.7% | -18.3% | +24.9% | +7.9% |
| 6M | +2.0% | +4.4% | -2.4% | +0.5% |
| YTD | +0.3% | -10.7% | +11.0% | -0.7% |
| 1Y | +4.2% | +14.0% | -9.8% | -0.2% |
| 3Y | +102.2% | +406.6% | -304.3% | +41.9% |
| 5Y | +118.5% | -36.8% | +155.3% | +124.2% |
| All | +301.7% | -55.8% | +357.6% | +276.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling