+620.6%
MSCI vs LUMN
-55.8%
+676.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -3.2% | +2.5% | -5.7% | -3.4% |
| 30D | -1.1% | +10.3% | -11.5% | -2.0% |
| 3M | -6.3% | -18.3% | +11.9% | -5.2% |
| 6M | +2.1% | +4.4% | -2.3% | +0.6% |
| YTD | -2.3% | -10.7% | +8.4% | -3.1% |
| 1Y | -3.9% | +14.0% | -17.9% | -7.9% |
| 3Y | +7.5% | +406.6% | -399.1% | -23.7% |
| 5Y | -9.8% | -36.8% | +27.0% | -9.9% |
| All | +620.6% | -55.8% | +676.4% | +566.4% |
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