-56.5%
LUMN vs SPY
+322.5%
-378.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.8% |
| 7D | +2.5% | -0.8% | +3.3% | +3.5% |
| 30D | +10.3% | -1.1% | +11.4% | +11.9% |
| 3M | -18.3% | +3.9% | -22.1% | -21.9% |
| 6M | +4.4% | +13.6% | -9.2% | -9.7% |
| YTD | -10.7% | +12.7% | -23.4% | -21.2% |
| 1Y | +14.0% | +17.5% | -3.5% | -3.5% |
| 3Y | +406.6% | +76.9% | +329.7% | +185.3% |
| 5Y | -36.8% | +83.6% | -120.4% | -65.5% |
| All | -56.5% | +322.5% | -378.9% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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