+26.2%
MAR vs LUMN
+42.5%
-16.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.2% |
| 7D | -4.2% | +12.1% | -16.2% | -4.4% |
| 30D | -6.7% | +11.3% | -18.0% | -6.9% |
| 3M | -12.5% | -31.6% | +19.1% | -11.3% |
| 6M | +0.6% | -2.7% | +3.3% | +0.4% |
| YTD | +9.1% | -12.9% | +22.0% | +8.6% |
| 1Y | +26.2% | +36.2% | -10.0% | +26.3% |
| All | +26.2% | +42.5% | -16.3% | +26.3% |
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