+48.6%
MAR vs LUMN
-62.6%
+111.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -11.0% | +9.2% | -1.5% |
| 7D | +4.4% | -16.9% | +21.3% | +5.0% |
| 30D | +15.5% | -32.7% | +48.2% | +16.8% |
| 3M | +15.7% | -34.5% | +50.3% | +17.0% |
| 6M | +18.2% | -56.9% | +75.1% | +21.9% |
| YTD | +35.3% | -48.8% | +84.1% | +35.7% |
| 1Y | +48.6% | -63.4% | +112.0% | +53.1% |
| All | +48.6% | -62.6% | +111.3% | +53.1% |
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