+273.7%
IR vs LUMN
-52.3%
+326.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -4.5% | +2.5% | -7.0% | -4.8% |
| 30D | -13.9% | +10.3% | -24.3% | -15.0% |
| 3M | -0.3% | -18.3% | +17.9% | +1.5% |
| 6M | -14.3% | +4.4% | -18.7% | -15.7% |
| YTD | -7.9% | -10.7% | +2.8% | -8.7% |
| 1Y | -9.9% | +14.0% | -23.9% | -14.4% |
| 3Y | +6.5% | +406.6% | -400.0% | -29.4% |
| 5Y | +34.0% | -36.8% | +70.8% | +38.6% |
| All | +273.7% | -52.3% | +326.0% | +254.9% |
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