-8.6%
ONON vs LUMN
+385.3%
-393.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.9% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -11.6% | +10.3% | -21.9% | -12.4% |
| 3M | -30.1% | -18.3% | -11.8% | -29.1% |
| 6M | -30.5% | +4.4% | -34.9% | -31.1% |
| YTD | -41.0% | -10.7% | -30.3% | -41.2% |
| 1Y | -36.7% | +14.0% | -50.7% | -38.9% |
| 3Y | -8.6% | +406.6% | -415.2% | -31.6% |
| All | -8.6% | +385.3% | -393.9% | -31.6% |
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