-41.9%
IT vs LUMN
-37.8%
-4.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +20.7% | -18.3% | +38.9% | +22.1% |
| 6M | +12.0% | +4.4% | +7.6% | +10.2% |
| YTD | -28.8% | -10.7% | -18.1% | -29.3% |
| 1Y | -25.5% | +14.0% | -39.5% | -28.0% |
| 3Y | -48.8% | +406.6% | -455.3% | -60.2% |
| All | -41.9% | -37.8% | -4.1% | -31.7% |
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