+3,275.3%
MOD vs LUMN
+151.3%
+3,124.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -3.9% | -1.4% | -2.5% | -3.7% |
| 30D | -9.6% | +6.7% | -16.4% | -11.2% |
| 3M | -30.6% | -17.6% | -13.0% | -27.3% |
| 6M | -10.9% | +1.6% | -12.6% | -11.9% |
| YTD | +34.3% | -12.4% | +46.6% | +34.1% |
| 1Y | +18.3% | +10.9% | +7.4% | +9.1% |
| 3Y | +281.9% | +379.6% | -97.7% | +76.6% |
| 5Y | +1,486.4% | -38.0% | +1,524.4% | +1,254.5% |
| 10Y | +1,453.4% | -57.0% | +1,510.4% | +1,224.0% |
| All | +3,275.3% | +151.3% | +3,124.0% | +1,698.2% |
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