-63.5%
LUMN vs FIVN
+23.8%
-87.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -17.6% | +17.9% | +3.2% |
| 7D | -18.2% | -22.6% | +4.4% | -14.8% |
| 30D | -32.5% | -16.8% | -15.7% | -30.6% |
| 3M | -32.4% | -0.9% | -31.5% | -32.9% |
| 6M | -59.3% | +28.4% | -87.7% | -61.5% |
| YTD | -48.6% | +40.2% | -88.9% | -55.3% |
| 1Y | -63.5% | +30.5% | -94.1% | -67.7% |
| All | -63.5% | +23.8% | -87.3% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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