+591.3%
SEI vs LUMN
+385.3%
+206.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.8% |
| 7D | +22.6% | +2.5% | +20.1% | +22.0% |
| 30D | +9.1% | +10.3% | -1.2% | +7.2% |
| 3M | -11.3% | -18.3% | +6.9% | -8.3% |
| 6M | +22.0% | +4.4% | +17.7% | +20.9% |
| YTD | +47.3% | -10.7% | +58.0% | +48.9% |
| 1Y | +124.8% | +14.0% | +110.8% | +119.4% |
| 3Y | +591.3% | +406.6% | +184.7% | +468.6% |
| All | +591.3% | +385.3% | +206.0% | +468.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling