+47.8%
JD vs LUMN
-61.3%
+109.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -4.2% | +2.5% | -6.8% | -4.5% |
| 30D | -14.4% | +10.3% | -24.7% | -15.2% |
| 3M | -3.6% | -18.3% | +14.7% | -2.2% |
| 6M | -0.3% | +4.4% | -4.7% | -1.5% |
| YTD | -2.4% | -10.7% | +8.3% | -3.0% |
| 1Y | -18.5% | +14.0% | -32.5% | -21.3% |
| 3Y | -7.0% | +406.6% | -413.6% | -32.1% |
| 5Y | -61.7% | -36.8% | -24.9% | -63.9% |
| 10Y | +17.1% | -56.2% | +73.3% | +7.4% |
| All | +47.8% | -61.3% | +109.0% | +33.0% |
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 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