+193.4%
MAGS vs LUMN
+185.6%
+7.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +0.6% | +2.5% | -1.9% | +0.5% |
| 30D | +3.2% | +10.3% | -7.1% | +2.6% |
| 3M | +7.7% | -18.3% | +25.9% | +8.7% |
| 6M | +12.5% | +4.4% | +8.1% | +11.8% |
| YTD | +6.0% | -10.7% | +16.6% | +5.7% |
| 1Y | +14.4% | +14.0% | +0.4% | +12.4% |
| 3Y | +127.5% | +406.6% | -279.0% | +115.0% |
| All | +193.4% | +185.6% | +7.8% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling