+1,431.7%
MOH vs LUMN
-32.4%
+1,464.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | +1.7% | +2.5% | -0.8% | +1.5% |
| 30D | -0.9% | +10.3% | -11.2% | -1.8% |
| 3M | +5.7% | -18.3% | +24.0% | +7.2% |
| 6M | +39.1% | +4.4% | +34.8% | +37.1% |
| YTD | +17.7% | -10.7% | +28.4% | +15.9% |
| 1Y | +8.4% | +14.0% | -5.6% | +2.1% |
| 3Y | -36.6% | +406.6% | -443.1% | -60.1% |
| 5Y | -19.1% | -36.8% | +17.7% | -23.3% |
| 10Y | +262.8% | -56.2% | +319.0% | +237.7% |
| All | +1,431.7% | -32.4% | +1,464.1% | +967.6% |
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