+119.1%
M vs LUMN
+385.3%
-266.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.8% | +7.5% |
| 7D | -4.2% | +2.5% | -6.7% | -4.4% |
| 30D | -7.2% | +10.3% | -17.5% | -8.2% |
| 3M | -11.1% | -18.3% | +7.1% | -9.6% |
| 6M | +28.8% | +4.4% | +24.4% | +27.2% |
| YTD | +2.0% | -10.7% | +12.7% | +1.5% |
| 1Y | +31.3% | +14.0% | +17.3% | +26.7% |
| 3Y | +119.1% | +406.6% | -287.5% | +64.2% |
| All | +119.1% | +385.3% | -266.2% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling