-39.9%
LUMN vs FLR
+238.1%
-278.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.4% |
| 7D | +2.5% | -3.5% | +6.0% | +3.9% |
| 30D | +10.3% | +4.2% | +6.2% | +8.4% |
| 3M | -18.3% | +8.1% | -26.3% | -21.6% |
| 6M | +4.4% | +21.5% | -17.2% | -5.1% |
| YTD | -10.7% | +36.8% | -47.4% | -22.7% |
| 1Y | +14.0% | +31.2% | -17.2% | +0.1% |
| 3Y | +406.6% | +53.9% | +352.7% | +311.9% |
| All | -39.9% | +238.1% | -278.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling