-63.5%
LUMN vs FIGR
-41.4%
-22.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.5% | -0.8% |
| 7D | -18.2% | +5.3% | -23.5% | -18.7% |
| 30D | -32.5% | -17.9% | -14.6% | -31.0% |
| 3M | -32.4% | -20.5% | -11.8% | -31.2% |
| 6M | -59.3% | -40.2% | -19.1% | -57.4% |
| YTD | -48.6% | -44.4% | -4.3% | -45.4% |
| 1Y | -63.5% | -36.3% | -27.2% | -61.4% |
| All | -63.5% | -41.4% | -22.1% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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