+2,138.8%
SAP vs LUMN
+83.7%
+2,055.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -4.1% | +2.5% | -6.6% | -4.5% |
| 30D | +1.1% | +10.3% | -9.3% | -0.7% |
| 3M | +26.1% | -18.3% | +44.4% | +29.1% |
| 6M | +9.8% | +4.4% | +5.4% | +6.7% |
| YTD | -13.6% | -10.7% | -2.9% | -15.2% |
| 1Y | -18.7% | +14.0% | -32.6% | -25.1% |
| 3Y | +54.1% | +406.6% | -352.4% | -19.8% |
| 5Y | +54.7% | -36.8% | +91.5% | +35.6% |
| 10Y | +175.3% | -56.2% | +231.5% | +134.3% |
| All | +2,138.8% | +83.7% | +2,055.1% | +1,056.5% |
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