+5,695.2%
HUM vs LUMN
+156.1%
+5,539.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.0% |
| 7D | +2.1% | +2.5% | -0.5% | +1.8% |
| 30D | +5.4% | +10.3% | -4.9% | +4.1% |
| 3M | +11.4% | -18.3% | +29.7% | +13.6% |
| 6M | +141.5% | +4.4% | +137.1% | +137.2% |
| YTD | +61.2% | -10.7% | +71.9% | +59.1% |
| 1Y | +49.2% | +14.0% | +35.2% | +41.0% |
| 3Y | -9.0% | +406.6% | -415.6% | -42.9% |
| 5Y | +7.2% | -36.8% | +44.0% | -3.7% |
| 10Y | +152.7% | -56.2% | +208.9% | +122.7% |
| All | +5,695.2% | +156.1% | +5,539.1% | +3,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling