+217.2%
ON vs LUMN
-6.3%
+223.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.6% | +8.1% |
| 7D | +2.4% | +2.5% | -0.1% | +1.8% |
| 30D | -8.6% | +10.3% | -19.0% | -10.8% |
| 3M | -34.3% | -18.3% | -16.1% | -31.2% |
| 6M | +28.5% | +4.4% | +24.2% | +26.8% |
| YTD | +40.6% | -10.7% | +51.3% | +40.5% |
| 1Y | +55.3% | +14.0% | +41.4% | +43.8% |
| 3Y | -22.2% | +406.6% | -428.8% | -67.1% |
| 5Y | +62.4% | -36.8% | +99.2% | +43.8% |
| 10Y | +642.1% | -56.2% | +698.3% | +533.6% |
| All | +217.2% | -6.3% | +223.5% | +20.1% |
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