+2,336.3%
MSCI vs LUMN
-44.0%
+2,380.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -3.2% | +2.5% | -5.7% | -3.5% |
| 30D | -1.1% | +10.3% | -11.5% | -2.6% |
| 3M | -6.3% | -18.3% | +11.9% | -4.5% |
| 6M | +2.1% | +4.4% | -2.3% | -0.3% |
| YTD | -2.3% | -10.7% | +8.4% | -3.8% |
| 1Y | -3.9% | +14.0% | -17.9% | -10.3% |
| 3Y | +7.5% | +406.6% | -399.1% | -38.5% |
| 5Y | -9.8% | -36.8% | +27.0% | -15.0% |
| 10Y | +631.1% | -56.2% | +687.2% | +570.6% |
| All | +2,336.3% | -44.0% | +2,380.3% | +1,665.1% |
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