-74.2%
OPEN vs LUMN
-16.8%
-57.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -11.4% | +2.5% | -13.9% | -11.8% |
| 30D | -20.1% | +10.3% | -30.4% | -21.5% |
| 3M | -37.6% | -18.3% | -19.3% | -35.6% |
| 6M | -47.1% | +4.4% | -51.4% | -47.9% |
| YTD | -52.1% | -10.7% | -41.5% | -52.3% |
| 1Y | -73.5% | +14.0% | -87.4% | -75.0% |
| 3Y | -24.4% | +406.6% | -431.0% | -62.7% |
| 5Y | -85.1% | -36.8% | -48.3% | -86.9% |
| All | -74.2% | -16.8% | -57.4% | -76.9% |
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