+20.0%
LH vs LUMN
+42.5%
-22.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | -2.5% | +12.1% | -14.5% | -2.2% |
| 30D | +4.3% | +11.3% | -7.0% | +4.6% |
| 3M | +25.5% | -31.6% | +57.1% | +25.0% |
| 6M | +17.0% | -2.7% | +19.7% | +16.7% |
| YTD | +31.3% | -12.9% | +44.1% | +31.0% |
| 1Y | +20.0% | +36.2% | -16.2% | +22.0% |
| All | +20.0% | +42.5% | -22.6% | +22.0% |
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 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