+155.2%
KEYS vs LUMN
+385.3%
-230.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.8% |
| 7D | +3.5% | +2.5% | +1.0% | +3.3% |
| 30D | -4.5% | +10.3% | -14.8% | -5.3% |
| 3M | -0.4% | -18.3% | +17.8% | +1.0% |
| 6M | +19.1% | +4.4% | +14.8% | +18.4% |
| YTD | +66.7% | -10.7% | +77.3% | +66.5% |
| 1Y | +96.5% | +14.0% | +82.5% | +92.4% |
| 3Y | +155.2% | +406.6% | -251.4% | +117.0% |
| All | +155.2% | +385.3% | -230.2% | +117.0% |
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 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