+2,105.6%
SAN vs LUMN
+156.1%
+1,949.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +1.9% |
| 7D | +0.2% | +2.5% | -2.3% | -0.3% |
| 30D | +0.9% | +10.3% | -9.4% | -1.3% |
| 3M | +19.1% | -18.3% | +37.4% | +23.0% |
| 6M | +33.2% | +4.4% | +28.8% | +29.5% |
| YTD | +29.1% | -10.7% | +39.8% | +27.0% |
| 1Y | +50.2% | +14.0% | +36.3% | +37.0% |
| 3Y | +351.0% | +406.6% | -55.5% | +102.6% |
| 5Y | +394.7% | -36.8% | +431.5% | +306.4% |
| 10Y | +345.3% | -56.2% | +401.4% | +262.4% |
| All | +2,105.6% | +156.1% | +1,949.5% | +1,098.9% |
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