-56.5%
LUMN vs ALM
+2,589.2%
-2,645.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.3% |
| 7D | +2.5% | -11.8% | +14.3% | +3.1% |
| 30D | +10.3% | +7.8% | +2.5% | +9.7% |
| 3M | -18.3% | -9.3% | -9.0% | -18.2% |
| 6M | +4.4% | -30.5% | +34.8% | +5.2% |
| YTD | -10.7% | +75.8% | -86.5% | -13.8% |
| 1Y | +14.0% | +241.2% | -227.2% | +6.3% |
| 3Y | +406.6% | +1,872.6% | -1,466.1% | +325.1% |
| 5Y | -36.8% | +849.6% | -886.4% | -45.9% |
| All | -56.5% | +2,589.2% | -2,645.7% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling