-39.8%
LUMN vs FGI
-66.2%
+26.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -0.3% |
| 7D | -1.4% | +22.8% | -24.2% | -2.0% |
| 30D | +6.7% | +85.9% | -79.2% | +3.0% |
| 3M | -17.6% | +32.4% | -49.9% | -19.7% |
| 6M | +1.6% | +106.3% | -104.7% | -4.4% |
| YTD | -12.4% | +48.4% | -60.8% | -16.8% |
| 1Y | +10.9% | +116.4% | -105.5% | -0.3% |
| 3Y | +379.6% | +9.2% | +370.4% | +323.2% |
| All | -39.8% | -66.2% | +26.4% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling