-39.9%
LUMN vs ALM
+839.2%
-879.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.4% |
| 7D | +2.5% | -11.8% | +14.3% | +3.4% |
| 30D | +10.3% | +7.8% | +2.5% | +9.4% |
| 3M | -18.3% | -9.3% | -9.0% | -18.3% |
| 6M | +4.4% | -30.5% | +34.8% | +5.4% |
| YTD | -10.7% | +75.8% | -86.5% | -14.6% |
| 1Y | +14.0% | +241.2% | -227.2% | +4.2% |
| 3Y | +406.6% | +1,872.6% | -1,466.1% | +295.9% |
| All | -39.9% | +839.2% | -879.1% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling