-47.8%
LUMN vs UUUU
-92.8%
+45.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +2.3% |
| 7D | +2.5% | -10.5% | +13.0% | +3.3% |
| 30D | +10.3% | -10.5% | +20.8% | +11.1% |
| 3M | -18.3% | -14.1% | -4.1% | -17.5% |
| 6M | +4.4% | -35.5% | +39.8% | +7.2% |
| YTD | -10.7% | -10.9% | +0.3% | -10.6% |
| 1Y | +14.0% | +3.4% | +10.6% | +11.7% |
| 3Y | +406.6% | +73.1% | +333.4% | +369.3% |
| 5Y | -36.8% | +87.1% | -123.9% | -42.9% |
| 10Y | -56.2% | +463.0% | -519.2% | -64.7% |
| All | -47.8% | -92.8% | +45.0% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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