+406.6%
LUMN vs URA
+101.1%
+305.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.5% |
| 7D | +2.5% | -5.5% | +8.0% | +5.1% |
| 30D | +10.3% | -3.7% | +14.0% | +11.8% |
| 3M | -18.3% | -2.9% | -15.4% | -17.9% |
| 6M | +4.4% | -15.2% | +19.6% | +11.7% |
| YTD | -10.7% | +1.9% | -12.6% | -12.1% |
| 1Y | +14.0% | +6.9% | +7.0% | +9.0% |
| 3Y | +406.6% | +99.6% | +307.0% | +285.8% |
| All | +406.6% | +101.1% | +305.5% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling