+325.8%
NET vs LUMN
+238.1%
+87.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.7% | +9.9% |
| 7D | -4.3% | -18.2% | +14.0% | -2.2% |
| 30D | -21.6% | -32.5% | +10.8% | -18.5% |
| 3M | -5.5% | -32.4% | +26.9% | -1.8% |
| 6M | +8.1% | -59.3% | +67.4% | +17.5% |
| YTD | +36.3% | -48.6% | +85.0% | +43.7% |
| 1Y | +19.0% | -63.5% | +82.5% | +28.8% |
| 3Y | +325.8% | +202.3% | +123.6% | +260.4% |
| All | +325.8% | +238.1% | +87.7% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling