+25.1%
RF vs LUMN
-59.3%
+84.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +1.8% |
| 7D | +2.3% | -6.9% | +9.1% | +2.6% |
| 30D | +7.2% | -20.5% | +27.7% | +8.3% |
| 3M | -8.2% | -33.4% | +25.2% | -6.6% |
| 6M | +7.0% | -52.1% | +59.1% | +10.4% |
| YTD | +10.3% | -42.5% | +52.8% | +11.5% |
| 1Y | +25.1% | -57.6% | +82.7% | +28.8% |
| All | +25.1% | -59.3% | +84.4% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling