+117.9%
LUMN vs SPY
+3,067.3%
-2,949.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.2% |
| 7D | +2.5% | -0.8% | +3.3% | +3.2% |
| 30D | +10.3% | -1.1% | +11.4% | +11.5% |
| 3M | -18.3% | +3.9% | -22.1% | -20.7% |
| 6M | +4.4% | +13.6% | -9.2% | -5.4% |
| YTD | -10.7% | +12.7% | -23.4% | -18.0% |
| 1Y | +14.0% | +17.5% | -3.5% | +1.7% |
| 3Y | +406.6% | +76.9% | +329.7% | +236.6% |
| 5Y | -36.8% | +83.6% | -120.4% | -58.7% |
| 10Y | -56.2% | +320.7% | -376.9% | -84.5% |
| All | +117.9% | +3,067.3% | -2,949.4% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling