-25.7%
ON vs LUMN
+398.6%
-424.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.0% |
| 7D | -3.7% | +3.8% | -7.5% | -4.0% |
| 30D | -13.3% | +4.6% | -17.9% | -13.7% |
| 3M | -38.7% | -17.2% | -21.5% | -37.7% |
| 6M | +22.4% | +5.9% | +16.5% | +22.2% |
| YTD | +32.3% | -9.5% | +41.8% | +32.7% |
| 1Y | +48.5% | +16.2% | +32.3% | +46.5% |
| 3Y | -25.7% | +384.8% | -410.6% | -28.7% |
| All | -25.7% | +398.6% | -424.3% | -28.7% |
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