-39.9%
LUMN vs GPC
+29.4%
-69.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.5% | -3.2% | +5.7% | +4.3% |
| 30D | +10.3% | +0.5% | +9.8% | +10.0% |
| 3M | -18.3% | +31.7% | -50.0% | -31.9% |
| 6M | +4.4% | +24.7% | -20.4% | -10.6% |
| YTD | -10.7% | +11.8% | -22.5% | -19.5% |
| 1Y | +14.0% | -3.0% | +16.9% | +12.2% |
| 3Y | +406.6% | -1.1% | +407.7% | +371.6% |
| All | -39.9% | +29.4% | -69.3% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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