-31.6%
LUMN vs FLR
+579.2%
-610.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +2.5% | -3.5% | +6.0% | +3.3% |
| 30D | +10.3% | +4.2% | +6.2% | +9.3% |
| 3M | -18.3% | +8.1% | -26.3% | -20.0% |
| 6M | +4.4% | +21.5% | -17.2% | -0.5% |
| YTD | -10.7% | +36.8% | -47.4% | -17.0% |
| 1Y | +14.0% | +31.2% | -17.2% | +6.8% |
| 3Y | +406.6% | +53.9% | +352.7% | +356.6% |
| 5Y | -36.8% | +243.0% | -279.8% | -52.0% |
| 10Y | -56.2% | +18.8% | -75.0% | -63.9% |
| All | -31.6% | +579.2% | -610.9% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling