+47.1%
KEYS vs LUMN
-63.6%
+110.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.4% |
| 7D | -11.4% | -18.2% | +6.8% | -7.7% |
| 30D | -28.7% | -32.5% | +3.8% | -23.0% |
| 3M | -19.2% | -32.4% | +13.1% | -13.4% |
| 6M | -25.8% | -59.3% | +33.5% | -13.1% |
| YTD | +33.9% | -48.6% | +82.6% | +47.5% |
| 1Y | +47.1% | -63.5% | +110.6% | +73.8% |
| All | +47.1% | -63.6% | +110.7% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling