-48.8%
IT vs LUMN
+385.3%
-434.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.3% | +5.1% |
| 7D | -3.7% | +2.5% | -6.2% | -3.8% |
| 30D | +0.1% | +10.3% | -10.3% | -0.6% |
| 3M | +20.7% | -18.3% | +38.9% | +21.9% |
| 6M | +12.0% | +4.4% | +7.6% | +10.4% |
| YTD | -28.8% | -10.7% | -18.1% | -29.3% |
| 1Y | -25.5% | +14.0% | -39.5% | -27.6% |
| 3Y | -48.8% | +406.6% | -455.3% | -57.1% |
| All | -48.8% | +385.3% | -434.1% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling