+1,122.9%
SCHG vs LUMN
-46.3%
+1,169.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -1.0% | +2.5% | -3.6% | -1.3% |
| 30D | -1.3% | +10.3% | -11.6% | -2.4% |
| 3M | +5.4% | -18.3% | +23.7% | +7.3% |
| 6M | +14.4% | +4.4% | +10.1% | +12.8% |
| YTD | +8.0% | -10.7% | +18.7% | +7.3% |
| 1Y | +12.7% | +14.0% | -1.2% | +8.0% |
| 3Y | +85.6% | +406.6% | -321.0% | +28.5% |
| 5Y | +85.5% | -36.8% | +122.3% | +86.7% |
| 10Y | +456.0% | -56.2% | +512.2% | +450.0% |
| All | +1,122.9% | -46.3% | +1,169.2% | +801.1% |
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