+1,810.6%
LITE vs LUMN
+385.3%
+1,425.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | +5.2% | +2.5% | +2.7% | +4.8% |
| 30D | -0.6% | +10.3% | -10.9% | -2.1% |
| 3M | +4.2% | -18.3% | +22.5% | +7.2% |
| 6M | +38.0% | +4.4% | +33.6% | +37.1% |
| YTD | +151.5% | -10.7% | +162.2% | +151.6% |
| 1Y | +462.2% | +14.0% | +448.3% | +443.3% |
| 3Y | +1,810.6% | +406.6% | +1,404.0% | +1,373.0% |
| All | +1,810.6% | +385.3% | +1,425.3% | +1,373.0% |
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