+156.6%
LTH vs LUMN
+385.3%
-228.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -4.0% | +2.5% | -6.5% | -4.2% |
| 30D | -5.3% | +10.3% | -15.6% | -6.2% |
| 3M | +19.0% | -18.3% | +37.3% | +20.8% |
| 6M | +55.8% | +4.4% | +51.4% | +54.1% |
| YTD | +56.1% | -10.7% | +66.8% | +55.5% |
| 1Y | +41.3% | +14.0% | +27.3% | +35.4% |
| 3Y | +156.6% | +406.6% | -249.9% | +77.4% |
| All | +156.6% | +385.3% | -228.7% | +77.4% |
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