-51.9%
LUMN vs FLR
+12.7%
-64.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | -0.4% | +6.3% | -6.8% | -3.3% |
| 30D | -11.9% | +1.8% | -13.7% | -12.7% |
| 3M | -30.3% | -4.4% | -25.9% | -28.9% |
| 6M | -46.6% | +15.9% | -62.5% | -51.6% |
| YTD | -42.7% | +27.7% | -70.5% | -51.1% |
| 1Y | -51.9% | +11.6% | -63.5% | -56.1% |
| All | -51.9% | +12.7% | -64.6% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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