-58.8%
LUMN vs FDS
+32.3%
-91.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.8% | -5.4% |
| 7D | -6.9% | +9.4% | -16.3% | -5.4% |
| 30D | -20.5% | +23.8% | -44.2% | -17.4% |
| 3M | -33.4% | +25.1% | -58.5% | -30.5% |
| 6M | -52.1% | +53.8% | -105.9% | -47.6% |
| YTD | -42.5% | +19.6% | -62.0% | -40.2% |
| All | -58.8% | +32.3% | -91.2% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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