+91.2%
RF vs LUMN
+385.3%
-294.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -1.0% | +2.5% | -3.5% | -1.1% |
| 30D | -3.7% | +10.3% | -14.0% | -4.4% |
| 3M | +5.3% | -18.3% | +23.6% | +6.6% |
| 6M | +17.2% | +4.4% | +12.9% | +16.0% |
| YTD | +14.5% | -10.7% | +25.2% | +13.8% |
| 1Y | +15.9% | +14.0% | +2.0% | +11.9% |
| 3Y | +91.2% | +406.6% | -315.4% | +43.8% |
| All | +91.2% | +385.3% | -294.1% | +43.8% |
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 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