-39.9%
LUMN vs RACE
+95.1%
-135.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.5% |
| 7D | +2.5% | +0.9% | +1.6% | +2.2% |
| 30D | +10.3% | +1.6% | +8.7% | +9.7% |
| 3M | -18.3% | +13.2% | -31.4% | -21.7% |
| 6M | +4.4% | +22.9% | -18.5% | -3.1% |
| YTD | -10.7% | +13.3% | -23.9% | -15.3% |
| 1Y | +14.0% | -12.7% | +26.6% | +17.6% |
| 3Y | +406.6% | +40.3% | +366.3% | +321.0% |
| All | -39.9% | +95.1% | -135.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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