+1,312.5%
LH vs LUMN
+255.2%
+1,057.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | -4.7% | +2.5% | -7.2% | -5.0% |
| 30D | -3.5% | +10.3% | -13.8% | -4.6% |
| 3M | +17.7% | -18.3% | +36.0% | +19.7% |
| 6M | +15.8% | +4.4% | +11.4% | +13.6% |
| YTD | +25.1% | -10.7% | +35.8% | +23.6% |
| 1Y | +12.5% | +14.0% | -1.5% | +6.3% |
| 3Y | +59.8% | +406.6% | -346.8% | +2.7% |
| 5Y | +27.1% | -36.8% | +63.9% | +14.8% |
| 10Y | +183.2% | -56.2% | +239.4% | +151.5% |
| All | +1,312.5% | +255.2% | +1,057.3% | +564.5% |
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