+406.6%
LUMN vs FIVE
+50.7%
+355.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +2.5% | -3.0% | +5.5% | +3.3% |
| 30D | +10.3% | +2.7% | +7.6% | +9.1% |
| 3M | -18.3% | +21.1% | -39.4% | -23.0% |
| 6M | +4.4% | +11.9% | -7.6% | +0.2% |
| YTD | -10.7% | +29.9% | -40.5% | -17.3% |
| 1Y | +14.0% | +67.8% | -53.8% | -1.1% |
| 3Y | +406.6% | +52.8% | +353.8% | +362.5% |
| All | +406.6% | +50.7% | +355.8% | +362.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling