+5,404.1%
LITE vs LUMN
-54.9%
+5,459.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +10.4% | -1.4% | +11.9% | +10.6% |
| 30D | +14.0% | +6.7% | +7.3% | +12.7% |
| 3M | +9.7% | -17.6% | +27.2% | +13.2% |
| 6M | +39.2% | +1.6% | +37.6% | +38.7% |
| YTD | +153.9% | -12.4% | +166.2% | +154.6% |
| 1Y | +467.5% | +10.9% | +456.6% | +445.0% |
| 3Y | +1,784.2% | +379.6% | +1,404.6% | +1,179.5% |
| 5Y | +990.3% | -38.0% | +1,028.3% | +971.8% |
| 10Y | +2,468.5% | -57.0% | +2,525.5% | +2,322.9% |
| All | +5,404.1% | -54.9% | +5,459.0% | +5,239.0% |
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 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