-8.7%
MSCI vs LUMN
-37.8%
+29.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | -3.2% | +2.5% | -5.7% | -3.3% |
| 30D | -1.1% | +10.3% | -11.5% | -1.8% |
| 3M | -6.3% | -18.3% | +11.9% | -5.5% |
| 6M | +2.1% | +4.4% | -2.3% | +1.0% |
| YTD | -2.3% | -10.7% | +8.4% | -2.8% |
| 1Y | -3.9% | +14.0% | -17.9% | -6.8% |
| 3Y | +7.5% | +406.6% | -399.1% | -17.2% |
| All | -8.7% | -37.8% | +29.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling