-48.3%
MUZ vs LUMN
-50.7%
+2.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -5.9% | +20.1% | +6.7% |
| 7D | +47.2% | -6.9% | +54.1% | +35.4% |
| 30D | +57.1% | -20.5% | +77.5% | +18.8% |
| 3M | -5.3% | -33.4% | +28.1% | -50.2% |
| All | -48.3% | -50.7% | +2.4% | -81.7% |
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 · Available span rolling