-63.4%
LUMN vs FIVE
+54.7%
-118.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.3% | -6.7% | -9.8% |
| 7D | -16.9% | -1.7% | -15.2% | -16.4% |
| 30D | -32.7% | +14.9% | -47.6% | -35.4% |
| 3M | -34.5% | +7.6% | -42.2% | -36.9% |
| 6M | -56.9% | +6.4% | -63.3% | -58.0% |
| YTD | -48.8% | +28.1% | -76.9% | -55.1% |
| 1Y | -63.4% | +54.7% | -118.1% | -68.2% |
| All | -63.4% | +54.7% | -118.1% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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