+11,110.4%
JPM vs LUMN
+156.1%
+10,954.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -1.2% |
| 30D | -2.5% | +10.3% | -12.8% | -4.8% |
| 3M | +14.1% | -18.3% | +32.4% | +18.1% |
| 6M | +25.1% | +4.4% | +20.7% | +20.7% |
| YTD | +12.1% | -10.7% | +22.8% | +9.5% |
| 1Y | +18.8% | +14.0% | +4.9% | +6.6% |
| 3Y | +163.4% | +406.6% | -243.2% | +12.5% |
| 5Y | +156.5% | -36.8% | +193.3% | +105.6% |
| 10Y | +595.1% | -56.2% | +651.3% | +448.0% |
| All | +11,110.4% | +156.1% | +10,954.3% | +4,917.4% |
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