+34,147.2%
LOW vs LUMN
+156.1%
+33,991.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -3.7% | +2.5% | -6.2% | -4.2% |
| 30D | -8.9% | +10.3% | -19.2% | -10.7% |
| 3M | -10.4% | -18.3% | +7.8% | -7.9% |
| 6M | -19.4% | +4.4% | -23.8% | -21.8% |
| YTD | -17.1% | -10.7% | -6.4% | -18.7% |
| 1Y | -26.3% | +14.0% | -40.2% | -32.9% |
| 3Y | -9.9% | +406.6% | -416.5% | -56.6% |
| 5Y | +6.1% | -36.8% | +42.9% | -12.0% |
| 10Y | +230.8% | -56.2% | +287.0% | +169.3% |
| All | +34,147.2% | +156.1% | +33,991.1% | +13,360.9% |
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