+2,396.1%
MUU vs LUMN
+10.2%
+2,385.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.6% |
| 7D | -8.2% | +2.5% | -10.7% | -9.9% |
| 30D | +10.2% | +10.3% | -0.2% | +2.5% |
| 3M | -26.5% | -18.3% | -8.2% | -12.2% |
| 6M | +227.2% | +4.4% | +222.9% | +241.3% |
| YTD | +527.4% | -10.7% | +538.1% | +604.0% |
| 1Y | +1,843.7% | +14.0% | +1,829.7% | +1,668.4% |
| All | +2,396.1% | +10.2% | +2,385.9% | +1,842.4% |
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 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