-63.5%
LUMN vs JAAA
+4.8%
-68.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | 0.0% |
| 7D | -18.2% | +0.2% | -18.4% | -19.2% |
| 30D | -32.5% | +0.4% | -32.9% | -34.5% |
| 3M | -32.4% | +1.2% | -33.6% | -37.8% |
| 6M | -59.3% | +2.3% | -61.7% | -65.7% |
| YTD | -48.6% | +3.9% | -52.5% | -57.4% |
| 1Y | -63.5% | +4.8% | -68.4% | -70.1% |
| All | -63.5% | +4.8% | -68.3% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling