+406.6%
LUMN vs FLR
+54.2%
+352.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.3% |
| 7D | +2.5% | -3.5% | +6.0% | +4.2% |
| 30D | +10.3% | +4.2% | +6.2% | +8.0% |
| 3M | -18.3% | +8.1% | -26.3% | -22.5% |
| 6M | +4.4% | +21.5% | -17.2% | -7.5% |
| YTD | -10.7% | +36.8% | -47.4% | -25.7% |
| 1Y | +14.0% | +31.2% | -17.2% | -3.5% |
| 3Y | +406.6% | +53.9% | +352.7% | +257.3% |
| All | +406.6% | +54.2% | +352.4% | +257.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling