+23.6%
SAN vs LUMN
-59.3%
+82.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.9% | +12.3% | +7.0% |
| 7D | +4.5% | -6.9% | +11.4% | +5.1% |
| 30D | -12.1% | -20.5% | +8.4% | -10.3% |
| 3M | -15.6% | -33.4% | +17.8% | -12.5% |
| 6M | +5.8% | -52.1% | +57.9% | +13.0% |
| YTD | +5.5% | -42.5% | +47.9% | +9.3% |
| 1Y | +23.6% | -57.6% | +81.2% | +30.1% |
| All | +23.6% | -59.3% | +82.9% | +30.1% |
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