-39.9%
LUMN vs SPY
+82.3%
-122.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.6% |
| 7D | +2.5% | -0.8% | +3.3% | +3.7% |
| 30D | +10.3% | -1.1% | +11.4% | +12.3% |
| 3M | -18.3% | +3.9% | -22.1% | -22.8% |
| 6M | +4.4% | +13.6% | -9.2% | -12.8% |
| YTD | -10.7% | +12.7% | -23.4% | -23.8% |
| 1Y | +14.0% | +17.5% | -3.5% | -7.4% |
| 3Y | +406.6% | +76.9% | +329.7% | +158.3% |
| All | -39.9% | +82.3% | -122.2% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling