+179.2%
LH vs LUMN
-55.8%
+235.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | -4.7% | +2.5% | -7.2% | -4.8% |
| 30D | -3.5% | +10.3% | -13.8% | -4.1% |
| 3M | +17.7% | -18.3% | +36.0% | +18.8% |
| 6M | +15.8% | +4.4% | +11.4% | +14.5% |
| YTD | +25.1% | -10.7% | +35.8% | +24.3% |
| 1Y | +12.5% | +14.0% | -1.5% | +8.9% |
| 3Y | +59.8% | +406.6% | -346.8% | +20.9% |
| 5Y | +27.1% | -36.8% | +63.9% | +28.0% |
| All | +179.2% | -55.8% | +235.0% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling