-4.2%
LII vs LUMN
+385.3%
-389.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -6.3% | +2.5% | -8.8% | -6.4% |
| 30D | -13.0% | +10.3% | -23.4% | -13.6% |
| 3M | -29.0% | -18.3% | -10.8% | -28.3% |
| 6M | -27.7% | +4.4% | -32.0% | -28.1% |
| YTD | -24.2% | -10.7% | -13.5% | -24.5% |
| 1Y | -34.8% | +14.0% | -48.8% | -36.3% |
| 3Y | -4.2% | +406.6% | -410.8% | -16.8% |
| All | -4.2% | +385.3% | -389.5% | -16.8% |
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 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