+4.4%
LUMN vs FGI
+109.6%
-105.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.9% |
| 7D | +2.5% | +12.1% | -9.6% | +2.3% |
| 30D | +10.3% | +75.7% | -65.4% | +7.7% |
| 3M | -18.3% | +31.7% | -50.0% | -19.7% |
| 6M | +4.4% | +111.5% | -107.1% | -4.5% |
| All | +4.4% | +109.6% | -105.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 6mo: compounded portfolio wealth divided by compounded FGI 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…
6mo analysis · Full analysis span regression · 6 months rolling