+35.8%
IR vs LUMN
-37.8%
+73.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -4.5% | +2.5% | -7.0% | -4.7% |
| 30D | -13.9% | +10.3% | -24.3% | -14.7% |
| 3M | -0.3% | -18.3% | +17.9% | +0.9% |
| 6M | -14.3% | +4.4% | -18.7% | -15.2% |
| YTD | -7.9% | -10.7% | +2.8% | -8.4% |
| 1Y | -9.9% | +14.0% | -23.9% | -12.9% |
| 3Y | +6.5% | +406.6% | -400.0% | -16.1% |
| All | +35.8% | -37.8% | +73.7% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling