+2,193.0%
NDAQ vs LUMN
-20.0%
+2,213.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -5.6% | +2.5% | -8.1% | -5.9% |
| 30D | -4.4% | +10.3% | -14.7% | -6.0% |
| 3M | +5.9% | -18.3% | +24.1% | +8.3% |
| 6M | +7.7% | +4.4% | +3.4% | +4.9% |
| YTD | -5.2% | -10.7% | +5.5% | -6.8% |
| 1Y | -3.4% | +14.0% | -17.3% | -10.7% |
| 3Y | +85.6% | +406.6% | -320.9% | -0.3% |
| 5Y | +49.5% | -36.8% | +86.3% | +34.3% |
| 10Y | +366.4% | -56.2% | +422.6% | +305.2% |
| All | +2,193.0% | -20.0% | +2,213.0% | +1,315.5% |
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