+406.6%
LUMN vs JAAA
+19.0%
+387.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +0.9% |
| 7D | +2.5% | +0.1% | +2.4% | +1.5% |
| 30D | +10.3% | +0.5% | +9.8% | +2.8% |
| 3M | -18.3% | +1.3% | -19.5% | -31.1% |
| 6M | +4.4% | +2.8% | +1.6% | -27.8% |
| YTD | -10.7% | +3.3% | -13.9% | -42.0% |
| 1Y | +14.0% | +4.9% | +9.0% | -40.5% |
| 3Y | +406.6% | +19.0% | +387.6% | -41.6% |
| All | +406.6% | +19.0% | +387.6% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling