+36.2%
LUMN vs SUI
-2.0%
+38.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.2% |
| 7D | +12.1% | -2.8% | +14.9% | +10.5% |
| 30D | +11.3% | -1.2% | +12.5% | +10.7% |
| 3M | -31.6% | -1.7% | -29.9% | -31.6% |
| 6M | -2.7% | -10.5% | +7.7% | -5.3% |
| YTD | -12.9% | -1.8% | -11.0% | -12.2% |
| 1Y | +36.2% | -4.1% | +40.3% | +37.5% |
| All | +36.2% | -2.0% | +38.2% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling