+59.8%
LH vs LUMN
+385.3%
-325.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | -4.7% | +2.5% | -7.2% | -4.7% |
| 30D | -3.5% | +10.3% | -13.8% | -3.7% |
| 3M | +17.7% | -18.3% | +36.0% | +18.0% |
| 6M | +15.8% | +4.4% | +11.4% | +15.3% |
| YTD | +25.1% | -10.7% | +35.8% | +24.8% |
| 1Y | +12.5% | +14.0% | -1.5% | +11.2% |
| 3Y | +59.8% | +406.6% | -346.8% | +45.9% |
| All | +59.8% | +385.3% | -325.5% | +45.9% |
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