+38.8%
M vs LUMN
+42.5%
-3.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.8% |
| 7D | +4.7% | +12.1% | -7.4% | +3.3% |
| 30D | -9.6% | +11.3% | -21.0% | -11.0% |
| 3M | +0.9% | -31.6% | +32.5% | +5.0% |
| 6M | +22.3% | -2.7% | +25.0% | +21.5% |
| YTD | +6.5% | -12.9% | +19.4% | +5.6% |
| 1Y | +38.8% | +36.2% | +2.6% | +50.4% |
| All | +38.8% | +42.5% | -3.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling