+2,484.9%
MAR vs LUMN
-7.8%
+2,492.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -0.5% | +2.5% | -3.1% | -0.9% |
| 30D | -5.4% | +10.3% | -15.8% | -7.1% |
| 3M | -15.5% | -18.3% | +2.8% | -13.3% |
| 6M | +3.0% | +4.4% | -1.4% | +0.1% |
| YTD | +8.5% | -10.7% | +19.2% | +6.6% |
| 1Y | +26.0% | +14.0% | +12.0% | +15.9% |
| 3Y | +68.6% | +406.6% | -338.0% | -11.3% |
| 5Y | +157.4% | -36.8% | +194.2% | +127.3% |
| 10Y | +447.0% | -56.2% | +503.2% | +374.5% |
| All | +2,484.9% | -7.8% | +2,492.7% | +1,301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling