-16.3%
LUMN vs SNY
+241.9%
-258.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.5% | -3.3% | +5.8% | +3.6% |
| 30D | +10.3% | -2.2% | +12.5% | +11.0% |
| 3M | -18.3% | -3.0% | -15.2% | -17.8% |
| 6M | +4.4% | +2.7% | +1.6% | +2.9% |
| YTD | -10.7% | -6.8% | -3.8% | -9.3% |
| 1Y | +14.0% | -5.3% | +19.2% | +14.5% |
| 3Y | +406.6% | -9.8% | +416.4% | +401.3% |
| 5Y | -36.8% | +9.7% | -46.5% | -42.6% |
| 10Y | -56.2% | +64.5% | -120.7% | -66.3% |
| All | -16.3% | +241.9% | -258.3% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling