+681.1%
P vs LUMN
-55.8%
+736.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.7% |
| 30D | -11.9% | +10.3% | -22.2% | -13.1% |
| 3M | +41.6% | -18.3% | +59.8% | +45.0% |
| 6M | +58.1% | +4.4% | +53.8% | +56.1% |
| YTD | +46.5% | -10.7% | +57.2% | +46.2% |
| 1Y | +19.1% | +14.0% | +5.1% | +14.2% |
| 3Y | +150.6% | +406.6% | -256.0% | +75.8% |
| 5Y | +271.8% | -36.8% | +308.6% | +277.6% |
| All | +681.1% | -55.8% | +736.9% | +641.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling