-63.4%
LUMN vs ACM
-48.3%
-15.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.2% | -8.8% | -10.6% |
| 7D | -16.9% | +5.1% | -22.0% | -17.7% |
| 30D | -32.7% | +11.5% | -44.1% | -34.0% |
| 3M | -34.5% | -10.5% | -24.1% | -33.5% |
| 6M | -56.9% | -20.4% | -36.5% | -54.8% |
| YTD | -48.8% | -28.9% | -19.9% | -45.1% |
| 1Y | -63.4% | -48.7% | -14.7% | -61.8% |
| All | -63.4% | -48.3% | -15.0% | -61.8% |
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