+36.2%
LUMN vs SBAC
-3.2%
+39.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.3% |
| 7D | +12.1% | -0.8% | +12.9% | +11.9% |
| 30D | +11.3% | +6.9% | +4.4% | +13.6% |
| 3M | -31.6% | -8.2% | -23.4% | -33.2% |
| 6M | -2.7% | -1.6% | -1.1% | -5.6% |
| YTD | -12.9% | -0.1% | -12.8% | -13.5% |
| 1Y | +36.2% | -0.5% | +36.7% | +39.3% |
| All | +36.2% | -3.2% | +39.4% | +39.3% |
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