-39.9%
LUMN vs JAAA
+26.5%
-66.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.1% |
| 30D | +10.3% | +0.5% | +9.8% | +7.5% |
| 3M | -18.3% | +1.3% | -19.5% | -23.2% |
| 6M | +4.4% | +2.8% | +1.6% | -8.8% |
| YTD | -10.7% | +3.3% | -13.9% | -23.6% |
| 1Y | +14.0% | +4.9% | +9.0% | -9.7% |
| 3Y | +406.6% | +19.0% | +387.6% | +201.7% |
| All | -39.9% | +26.5% | -66.4% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling