+155.2%
LUMN vs GPC
+2,264.0%
-2,108.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.5% | -3.2% | +5.7% | +4.1% |
| 30D | +10.3% | +0.5% | +9.8% | +10.0% |
| 3M | -18.3% | +31.7% | -50.0% | -29.7% |
| 6M | +4.4% | +24.7% | -20.4% | -8.3% |
| YTD | -10.7% | +11.8% | -22.5% | -18.0% |
| 1Y | +14.0% | -3.0% | +16.9% | +11.3% |
| 3Y | +406.6% | -1.1% | +407.7% | +383.4% |
| 5Y | -36.8% | +30.5% | -67.3% | -46.7% |
| 10Y | -56.2% | +85.2% | -141.4% | -69.3% |
| All | +155.2% | +2,264.0% | -2,108.8% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling