+14.0%
LUMN vs MKTX
-10.6%
+24.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +10.3% | +0.7% | +9.6% | +10.5% |
| 3M | -18.3% | +40.8% | -59.1% | -8.5% |
| 6M | +4.4% | -8.0% | +12.4% | -11.2% |
| YTD | -10.7% | -8.7% | -1.9% | -24.1% |
| 1Y | +14.0% | -11.8% | +25.8% | +1.8% |
| All | +14.0% | -10.6% | +24.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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