+5,231.0%
O vs LUMN
+99.6%
+5,131.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -2.9% | +2.5% | -5.4% | -3.2% |
| 30D | -4.5% | +10.3% | -14.9% | -5.8% |
| 3M | -2.6% | -18.3% | +15.6% | -0.8% |
| 6M | -5.6% | +4.4% | -10.0% | -7.5% |
| YTD | +9.3% | -10.7% | +19.9% | +7.7% |
| 1Y | +4.3% | +14.0% | -9.7% | -2.0% |
| 3Y | +27.4% | +406.6% | -379.1% | -23.6% |
| 5Y | +17.1% | -36.8% | +53.9% | +4.9% |
| 10Y | +53.7% | -56.2% | +109.9% | +35.6% |
| All | +5,231.0% | +99.6% | +5,131.4% | +3,482.9% |
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