-5.1%
SAP vs LUMN
-62.6%
+57.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.0% | +12.4% | +1.3% |
| 7D | +4.0% | -16.9% | +21.0% | +3.9% |
| 30D | +15.7% | -32.7% | +48.4% | +15.5% |
| 3M | +23.4% | -34.5% | +58.0% | +23.2% |
| 6M | +41.3% | -56.9% | +98.1% | +41.8% |
| YTD | +2.0% | -48.8% | +50.8% | +0.6% |
| 1Y | -5.1% | -63.4% | +58.3% | -6.6% |
| All | -5.1% | -62.6% | +57.5% | -6.6% |
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