-39.9%
LUMN vs FIVN
-82.2%
+42.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.5% |
| 7D | +2.5% | -7.8% | +10.4% | +4.8% |
| 30D | +10.3% | -1.7% | +12.1% | +10.4% |
| 3M | -18.3% | +47.2% | -65.4% | -28.2% |
| 6M | +4.4% | +82.7% | -78.4% | -16.7% |
| YTD | -10.7% | +52.9% | -63.6% | -25.3% |
| 1Y | +14.0% | +17.5% | -3.5% | +3.2% |
| 3Y | +406.6% | -55.8% | +462.4% | +470.7% |
| All | -39.9% | -82.2% | +42.3% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling