+75.1%
LUMN vs FDS
+8,159.2%
-8,084.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +2.5% | -14.0% | +16.5% | +6.1% |
| 30D | +10.3% | -6.2% | +16.6% | +11.7% |
| 3M | -18.3% | +10.2% | -28.4% | -21.4% |
| 6M | +4.4% | +27.4% | -23.1% | -4.6% |
| YTD | -10.7% | -9.3% | -1.4% | -11.4% |
| 1Y | +14.0% | -28.6% | +42.6% | +19.1% |
| 3Y | +406.6% | -36.8% | +443.4% | +448.0% |
| 5Y | -36.8% | -28.6% | -8.2% | -33.8% |
| 10Y | -56.2% | +64.1% | -120.3% | -62.6% |
| All | +75.1% | +8,159.2% | -8,084.1% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling