-51.9%
LUMN vs ACM
+215.6%
-267.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +2.5% | -4.6% | +7.1% | +4.3% |
| 30D | +10.3% | +4.1% | +6.3% | +8.3% |
| 3M | -18.3% | -8.3% | -10.0% | -16.4% |
| 6M | +4.4% | -30.1% | +34.4% | +17.8% |
| YTD | -10.7% | -32.6% | +21.9% | +1.5% |
| 1Y | +14.0% | -49.6% | +63.5% | +44.1% |
| 3Y | +406.6% | -23.0% | +429.6% | +459.2% |
| 5Y | -36.8% | +2.0% | -38.8% | -36.3% |
| 10Y | -56.2% | +130.8% | -186.9% | -66.8% |
| All | -51.9% | +215.6% | -267.5% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling