+1,531.9%
NET vs LUMN
-59.1%
+1,591.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.3% | +1.0% | +8.4% |
| 7D | +10.8% | -10.6% | +21.3% | +12.1% |
| 30D | -18.6% | -18.2% | -0.4% | -17.0% |
| 3M | -2.2% | -30.8% | +28.6% | +1.2% |
| 6M | +49.8% | -49.1% | +98.8% | +59.2% |
| YTD | +49.0% | -44.4% | +93.4% | +55.6% |
| 1Y | +26.2% | -58.9% | +85.1% | +35.1% |
| 3Y | +372.4% | +266.1% | +106.3% | +295.4% |
| 5Y | +43.6% | -66.4% | +109.9% | +35.5% |
| All | +1,531.9% | -59.1% | +1,591.0% | +1,496.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling