+10.8%
MTUM vs LUMN
-57.1%
+67.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.5% | +9.3% | +4.8% |
| 7D | +1.5% | -0.4% | +2.0% | +1.4% |
| 30D | -12.1% | -11.9% | -0.2% | -10.4% |
| 3M | -10.0% | -30.3% | +20.3% | -4.7% |
| 6M | -9.4% | -46.6% | +37.3% | 0.0% |
| YTD | +11.1% | -42.7% | +53.9% | +19.6% |
| 1Y | +10.8% | -51.9% | +62.7% | +20.6% |
| All | +10.8% | -57.1% | +67.9% | +20.6% |
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 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