-14.7%
LUMN vs JAAA
+29.4%
-44.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.2% |
| 30D | +10.3% | +0.5% | +9.8% | +7.9% |
| 3M | -18.3% | +1.3% | -19.5% | -22.5% |
| 6M | +4.4% | +2.8% | +1.6% | -6.9% |
| YTD | -10.7% | +3.3% | -13.9% | -21.8% |
| 1Y | +14.0% | +4.9% | +9.0% | -6.3% |
| 3Y | +406.6% | +19.0% | +387.6% | +239.4% |
| 5Y | -36.8% | +26.9% | -63.7% | -60.4% |
| All | -14.7% | +29.4% | -44.0% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling