-95.7%
LCID vs LUMN
-25.3%
-70.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.7% |
| 7D | -9.8% | +2.5% | -12.3% | -10.2% |
| 30D | -35.5% | +10.3% | -45.8% | -36.4% |
| 3M | -18.4% | -18.3% | -0.1% | -16.3% |
| 6M | -60.5% | +4.4% | -64.8% | -60.8% |
| YTD | -60.1% | -10.7% | -49.4% | -60.0% |
| 1Y | -78.8% | +14.0% | -92.8% | -79.6% |
| 3Y | -92.8% | +406.6% | -499.3% | -95.2% |
| 5Y | -97.9% | -36.8% | -61.1% | -97.9% |
| All | -95.7% | -25.3% | -70.4% | -95.8% |
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 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