-57.6%
LUMN vs SBAC
+2.4%
-60.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.8% | -11.7% | -4.8% |
| 7D | -6.9% | +5.8% | -12.7% | -5.8% |
| 30D | -20.5% | +20.8% | -41.3% | -17.6% |
| 3M | -33.4% | +4.8% | -38.1% | -33.0% |
| 6M | -52.1% | -9.1% | -43.0% | -52.9% |
| YTD | -42.5% | +3.1% | -45.5% | -42.2% |
| 1Y | -57.6% | +2.2% | -59.8% | -57.2% |
| All | -57.6% | +2.4% | -60.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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