+14.0%
LUMN vs ALM
+247.3%
-233.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.6% |
| 7D | +2.5% | -11.8% | +14.3% | +3.8% |
| 30D | +10.3% | +7.8% | +2.5% | +8.8% |
| 3M | -18.3% | -9.3% | -9.0% | -18.4% |
| 6M | +4.4% | -30.5% | +34.8% | +4.8% |
| YTD | -10.7% | +75.8% | -86.5% | -12.7% |
| 1Y | +14.0% | +241.2% | -227.2% | +19.7% |
| All | +14.0% | +247.3% | -233.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling