+25.8%
ON vs LUMN
-62.6%
+88.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -11.0% | -0.6% | -8.2% |
| 7D | -16.3% | -16.9% | +0.7% | -11.4% |
| 30D | -27.0% | -32.7% | +5.7% | -18.1% |
| 3M | -18.1% | -34.5% | +16.5% | -7.8% |
| 6M | -38.6% | -56.9% | +18.3% | -22.7% |
| YTD | +16.4% | -48.8% | +65.1% | +37.9% |
| 1Y | +25.8% | -63.4% | +89.2% | +64.3% |
| All | +25.8% | -62.6% | +88.4% | +64.3% |
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 · 6 months rolling