+1,531.9%
MOD vs LUMN
-55.8%
+1,587.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.3% |
| 7D | -2.8% | +2.5% | -5.3% | -3.2% |
| 30D | -5.1% | +10.3% | -15.5% | -6.8% |
| 3M | -30.3% | -18.3% | -12.0% | -27.9% |
| 6M | -5.6% | +4.4% | -10.0% | -6.5% |
| YTD | +41.8% | -10.7% | +52.5% | +41.7% |
| 1Y | +28.9% | +14.0% | +14.9% | +22.3% |
| 3Y | +304.1% | +406.6% | -102.4% | +157.9% |
| 5Y | +1,575.2% | -36.8% | +1,612.0% | +1,645.6% |
| All | +1,531.9% | -55.8% | +1,587.7% | +1,524.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling