+345.3%
SAN vs LUMN
-55.8%
+401.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +2.0% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | +0.9% | +10.3% | -9.4% | -0.2% |
| 3M | +19.1% | -18.3% | +37.4% | +21.3% |
| 6M | +33.2% | +4.4% | +28.8% | +31.4% |
| YTD | +29.1% | -10.7% | +39.8% | +28.2% |
| 1Y | +50.2% | +14.0% | +36.3% | +43.6% |
| 3Y | +351.0% | +406.6% | -55.5% | +191.1% |
| 5Y | +394.7% | -36.8% | +431.5% | +409.7% |
| All | +345.3% | -55.8% | +401.1% | +321.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling