-39.9%
LUMN vs ACM
+1.2%
-41.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | +2.5% | -4.6% | +7.1% | +5.9% |
| 30D | +10.3% | +4.1% | +6.3% | +6.1% |
| 3M | -18.3% | -8.3% | -10.0% | -15.1% |
| 6M | +4.4% | -30.1% | +34.4% | +33.7% |
| YTD | -10.7% | -32.6% | +21.9% | +15.2% |
| 1Y | +14.0% | -49.6% | +63.5% | +89.3% |
| 3Y | +406.6% | -23.0% | +429.6% | +469.8% |
| All | -39.9% | +1.2% | -41.1% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling