+59.8%
ON vs LUMN
-37.8%
+97.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.6% | +8.3% |
| 7D | +2.4% | +2.5% | -0.1% | +2.1% |
| 30D | -8.6% | +10.3% | -19.0% | -9.7% |
| 3M | -34.3% | -18.3% | -16.1% | -32.9% |
| 6M | +28.5% | +4.4% | +24.2% | +28.3% |
| YTD | +40.6% | -10.7% | +51.3% | +41.2% |
| 1Y | +55.3% | +14.0% | +41.4% | +51.9% |
| 3Y | -22.2% | +406.6% | -428.8% | -40.1% |
| All | +59.8% | -37.8% | +97.7% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling