-57.2%
LUMN vs FIVN
+285.7%
-342.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.7% |
| 7D | +2.5% | -7.8% | +10.4% | +3.7% |
| 30D | +10.3% | -1.7% | +12.1% | +10.4% |
| 3M | -18.3% | +47.2% | -65.4% | -23.6% |
| 6M | +4.4% | +82.7% | -78.4% | -6.8% |
| YTD | -10.7% | +52.9% | -63.6% | -18.4% |
| 1Y | +14.0% | +17.5% | -3.5% | +8.1% |
| 3Y | +406.6% | -55.8% | +462.4% | +429.6% |
| 5Y | -36.8% | -82.3% | +45.5% | -32.5% |
| 10Y | -56.2% | +116.5% | -172.7% | -60.2% |
| All | -57.2% | +285.7% | -342.8% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling