-53.5%
S vs LUMN
-43.3%
-10.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -11.4% | +10.3% | -21.8% | -12.5% |
| 3M | +33.8% | -18.3% | +52.1% | +36.2% |
| 6M | +39.5% | +4.4% | +35.1% | +36.9% |
| YTD | +31.7% | -10.7% | +42.3% | +30.3% |
| 1Y | +7.0% | +14.0% | -7.0% | +1.9% |
| 3Y | +11.8% | +406.6% | -394.8% | -22.4% |
| 5Y | -69.0% | -36.8% | -32.2% | -58.7% |
| All | -53.5% | -43.3% | -10.2% | -39.1% |
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 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