+36.2%
LUMN vs FLR
+31.2%
+5.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | +12.1% | +5.4% | +6.7% | +9.3% |
| 30D | +11.3% | +11.4% | 0.0% | +4.1% |
| 3M | -31.6% | +11.4% | -43.0% | -36.1% |
| 6M | -2.7% | +16.6% | -19.4% | -12.4% |
| YTD | -12.9% | +41.7% | -54.6% | -29.3% |
| 1Y | +36.2% | +35.4% | +0.8% | +19.0% |
| All | +36.2% | +31.2% | +5.0% | +19.0% |
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