-39.9%
LUMN vs SUI
-32.2%
-7.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.5% | -4.2% | +6.7% | +5.0% |
| 30D | +10.3% | -3.3% | +13.6% | +12.4% |
| 3M | -18.3% | -8.2% | -10.1% | -14.9% |
| 6M | +4.4% | -14.5% | +18.8% | +12.8% |
| YTD | -10.7% | -5.9% | -4.8% | -9.3% |
| 1Y | +14.0% | -9.7% | +23.7% | +17.7% |
| 3Y | +406.6% | +7.7% | +398.9% | +351.9% |
| All | -39.9% | -32.2% | -7.7% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling