-39.9%
LUMN vs SFM
+213.6%
-253.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +2.5% | -10.6% | +13.1% | +5.4% |
| 30D | +10.3% | -15.5% | +25.8% | +14.8% |
| 3M | -18.3% | -17.4% | -0.8% | -15.0% |
| 6M | +4.4% | -3.4% | +7.8% | +2.2% |
| YTD | -10.7% | -8.7% | -2.0% | -11.5% |
| 1Y | +14.0% | -47.2% | +61.1% | +34.2% |
| 3Y | +406.6% | +82.7% | +323.8% | +304.4% |
| All | -39.9% | +213.6% | -253.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling