+163.4%
JPM vs LUMN
+385.3%
-221.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.6% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | -2.5% | +10.3% | -12.8% | -3.1% |
| 3M | +14.1% | -18.3% | +32.4% | +15.3% |
| 6M | +25.1% | +4.4% | +20.7% | +24.0% |
| YTD | +12.1% | -10.7% | +22.8% | +11.5% |
| 1Y | +18.8% | +14.0% | +4.9% | +15.6% |
| 3Y | +163.4% | +406.6% | -243.2% | +127.2% |
| All | +163.4% | +385.3% | -221.9% | +127.2% |
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