-56.5%
LUMN vs SUI
+101.8%
-158.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.5% | -4.2% | +6.7% | +4.5% |
| 30D | +10.3% | -3.3% | +13.6% | +12.0% |
| 3M | -18.3% | -8.2% | -10.1% | -15.6% |
| 6M | +4.4% | -14.5% | +18.8% | +10.9% |
| YTD | -10.7% | -5.9% | -4.8% | -9.4% |
| 1Y | +14.0% | -9.7% | +23.7% | +17.0% |
| 3Y | +406.6% | +7.7% | +398.9% | +373.1% |
| 5Y | -36.8% | -31.9% | -4.9% | -29.4% |
| All | -56.5% | +101.8% | -158.3% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling