+39.2%
S vs LUMN
-59.3%
+98.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +2.3% |
| 7D | -8.2% | -6.9% | -1.3% | -7.5% |
| 30D | -7.6% | -20.5% | +12.8% | -5.5% |
| 3M | +12.0% | -33.4% | +45.3% | +16.2% |
| 6M | +50.6% | -52.1% | +102.7% | +60.5% |
| YTD | +56.6% | -42.5% | +99.1% | +59.3% |
| 1Y | +39.2% | -57.6% | +96.8% | +49.1% |
| All | +39.2% | -59.3% | +98.5% | +49.1% |
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