-61.0%
LUMN vs FIVE
+839.0%
-900.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +2.5% | -3.0% | +5.5% | +3.2% |
| 30D | +10.3% | +2.7% | +7.6% | +9.3% |
| 3M | -18.3% | +21.1% | -39.4% | -22.2% |
| 6M | +4.4% | +11.9% | -7.6% | +0.8% |
| YTD | -10.7% | +29.9% | -40.5% | -16.4% |
| 1Y | +14.0% | +67.8% | -53.8% | +0.5% |
| 3Y | +406.6% | +52.8% | +353.8% | +338.1% |
| 5Y | -36.8% | +31.3% | -68.1% | -44.8% |
| 10Y | -56.2% | +491.5% | -547.7% | -71.2% |
| All | -61.0% | +839.0% | -900.0% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling