-56.5%
LUMN vs FDS
+64.8%
-121.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +2.5% | -14.0% | +16.5% | +7.6% |
| 30D | +10.3% | -6.2% | +16.6% | +12.1% |
| 3M | -18.3% | +10.2% | -28.4% | -22.9% |
| 6M | +4.4% | +27.4% | -23.1% | -9.7% |
| YTD | -10.7% | -9.3% | -1.4% | -10.8% |
| 1Y | +14.0% | -28.6% | +42.6% | +25.9% |
| 3Y | +406.6% | -36.8% | +443.4% | +495.6% |
| 5Y | -36.8% | -28.6% | -8.2% | -30.5% |
| All | -56.5% | +64.8% | -121.3% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling