+553.4%
SE vs LUMN
-40.2%
+593.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.3% | -1.5% |
| 7D | -5.2% | +2.5% | -7.7% | -5.5% |
| 30D | -17.1% | +10.3% | -27.4% | -18.0% |
| 3M | +24.0% | -18.3% | +42.2% | +25.9% |
| 6M | +21.0% | +4.4% | +16.6% | +19.4% |
| YTD | -16.7% | -10.7% | -6.0% | -17.3% |
| 1Y | -45.9% | +14.0% | -59.9% | -48.1% |
| 3Y | +177.8% | +406.6% | -228.7% | +97.4% |
| 5Y | -67.4% | -36.8% | -30.6% | -66.9% |
| All | +553.4% | -40.2% | +593.6% | +540.2% |
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