+521.0%
LITE vs LUMN
+42.5%
+478.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.6% |
| 7D | -1.5% | +12.1% | -13.6% | -4.9% |
| 30D | +6.7% | +11.3% | -4.7% | +3.1% |
| 3M | -6.8% | -31.6% | +24.9% | +1.5% |
| 6M | +29.4% | -2.7% | +32.2% | +30.4% |
| YTD | +139.1% | -12.9% | +152.0% | +138.1% |
| 1Y | +521.0% | +36.2% | +484.8% | +485.1% |
| All | +521.0% | +42.5% | +478.5% | +485.1% |
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