+232.7%
LITE vs LUMN
-59.3%
+292.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.9% | -2.0% | -6.0% |
| 7D | -31.4% | -6.9% | -24.5% | -29.9% |
| 30D | -42.6% | -20.5% | -22.1% | -38.5% |
| 3M | -26.2% | -33.4% | +7.2% | -17.6% |
| 6M | -35.8% | -52.1% | +16.3% | -22.7% |
| YTD | +70.0% | -42.5% | +112.5% | +88.2% |
| 1Y | +232.7% | -57.6% | +290.3% | +303.2% |
| All | +232.7% | -59.3% | +292.0% | +303.2% |
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