+36.2%
LUMN vs ACM
-45.8%
+82.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | +12.1% | -3.7% | +15.8% | +13.0% |
| 30D | +11.3% | -11.1% | +22.5% | +14.1% |
| 3M | -31.6% | -8.0% | -23.6% | -30.4% |
| 6M | -2.7% | -29.7% | +26.9% | +7.0% |
| YTD | -12.9% | -29.4% | +16.5% | -4.4% |
| 1Y | +36.2% | -46.4% | +82.6% | +62.4% |
| All | +36.2% | -45.8% | +82.0% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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