+36.2%
LUMN vs SFM
-41.4%
+77.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.1% |
| 7D | +12.1% | -0.1% | +12.2% | +12.1% |
| 30D | +11.3% | -4.4% | +15.7% | +11.5% |
| 3M | -31.6% | +1.5% | -33.1% | -31.9% |
| 6M | -2.7% | +6.5% | -9.2% | -4.1% |
| YTD | -12.9% | +2.2% | -15.0% | -13.5% |
| 1Y | +36.2% | -41.9% | +78.1% | +55.6% |
| All | +36.2% | -41.4% | +77.7% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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