-56.5%
LUMN vs SNY
+64.5%
-121.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.5% | -3.3% | +5.8% | +3.4% |
| 30D | +10.3% | -2.2% | +12.5% | +10.9% |
| 3M | -18.3% | -3.0% | -15.2% | -17.9% |
| 6M | +4.4% | +2.7% | +1.6% | +3.2% |
| YTD | -10.7% | -6.8% | -3.8% | -9.6% |
| 1Y | +14.0% | -5.3% | +19.2% | +14.3% |
| 3Y | +406.6% | -9.8% | +416.4% | +402.8% |
| 5Y | -36.8% | +9.7% | -46.5% | -43.2% |
| All | -56.5% | +64.5% | -121.0% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling