+86.1%
HUM vs LUMN
-56.8%
+142.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.0% | -5.5% | +3.3% |
| 7D | +4.8% | -0.8% | +5.7% | +4.8% |
| 30D | +1.6% | -10.8% | +12.4% | +1.8% |
| 3M | +13.8% | -29.1% | +42.9% | +14.5% |
| 6M | +60.0% | -44.5% | +104.5% | +60.5% |
| YTD | +72.7% | -39.4% | +112.1% | +69.2% |
| 1Y | +86.1% | -55.1% | +141.2% | +86.4% |
| All | +86.1% | -56.8% | +142.9% | +86.4% |
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