-56.7%
LUMN vs URA
-34.9%
-21.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.0% |
| 7D | +2.5% | -5.5% | +8.0% | +4.3% |
| 30D | +10.3% | -3.7% | +14.0% | +11.4% |
| 3M | -18.3% | -2.9% | -15.4% | -17.9% |
| 6M | +4.4% | -15.2% | +19.6% | +9.9% |
| YTD | -10.7% | +1.9% | -12.6% | -11.5% |
| 1Y | +14.0% | +6.9% | +7.0% | +10.6% |
| 3Y | +406.6% | +99.6% | +307.0% | +299.0% |
| 5Y | -36.8% | +101.2% | -138.0% | -52.3% |
| 10Y | -56.2% | +343.6% | -399.7% | -75.3% |
| All | -56.7% | -34.9% | -21.8% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling