+406.6%
LUMN vs GGLL
+240.6%
+166.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.1% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +10.3% | -4.0% | +14.3% | +11.2% |
| 3M | -18.3% | -15.5% | -2.7% | -15.9% |
| 6M | +4.4% | +7.6% | -3.2% | -0.2% |
| YTD | -10.7% | +2.0% | -12.6% | -13.8% |
| 1Y | +14.0% | +63.9% | -50.0% | -2.9% |
| 3Y | +406.6% | +239.7% | +166.9% | +264.9% |
| All | +406.6% | +240.6% | +166.0% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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