+48.8%
MOH vs LUMN
-55.5%
+104.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | -0.5% |
| 7D | -3.1% | +4.8% | -7.9% | -2.4% |
| 30D | +0.2% | -16.4% | +16.6% | -1.8% |
| 3M | +1.8% | -33.7% | +35.5% | -3.1% |
| 6M | +9.5% | -51.9% | +61.4% | -0.8% |
| YTD | +20.9% | -46.3% | +67.3% | +26.3% |
| 1Y | +48.8% | -51.2% | +100.0% | +56.3% |
| All | +48.8% | -55.5% | +104.3% | +56.3% |
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