+114.2%
LUMN vs SM
+1,686.1%
-1,571.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +2.5% | +4.6% | -2.0% | +2.0% |
| 30D | +10.3% | +18.2% | -7.9% | +8.2% |
| 3M | -18.3% | +22.5% | -40.8% | -20.4% |
| 6M | +4.4% | +50.6% | -46.2% | -1.7% |
| YTD | -10.7% | +108.1% | -118.8% | -19.2% |
| 1Y | +14.0% | +46.0% | -32.0% | +6.9% |
| 3Y | +406.6% | +2.9% | +403.7% | +388.5% |
| 5Y | -36.8% | +112.6% | -149.4% | -45.2% |
| 10Y | -56.2% | +20.7% | -76.9% | -68.2% |
| All | +114.2% | +1,686.1% | -1,571.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 all: compounded portfolio wealth divided by compounded SM 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…
all analysis · Full analysis span regression · 6 months rolling