+351.0%
SAN vs LUMN
+385.3%
-34.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +2.2% |
| 7D | +0.2% | +2.5% | -2.3% | +0.1% |
| 30D | +0.9% | +10.3% | -9.4% | +0.5% |
| 3M | +19.1% | -18.3% | +37.4% | +20.0% |
| 6M | +33.2% | +4.4% | +28.8% | +32.7% |
| YTD | +29.1% | -10.7% | +39.8% | +28.9% |
| 1Y | +50.2% | +14.0% | +36.3% | +48.4% |
| 3Y | +351.0% | +406.6% | -55.5% | +303.7% |
| All | +351.0% | +385.3% | -34.3% | +303.7% |
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 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