+36.2%
LUMN vs BOXX
+4.0%
+32.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.5% |
| 7D | +12.1% | +0.1% | +12.0% | +11.1% |
| 30D | +11.3% | +0.4% | +11.0% | +5.3% |
| 3M | -31.6% | +1.0% | -32.6% | -43.6% |
| 6M | -2.7% | +2.0% | -4.7% | -47.5% |
| YTD | -12.9% | +2.6% | -15.5% | -63.5% |
| 1Y | +36.2% | +4.1% | +32.2% | -40.4% |
| All | +36.2% | +4.0% | +32.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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