-11.5%
SGI vs LUMN
-58.0%
+46.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.9% | +12.7% | +7.7% |
| 7D | +12.1% | -6.9% | +18.9% | +13.1% |
| 30D | +12.1% | -20.5% | +32.5% | +15.4% |
| 3M | +0.4% | -33.4% | +33.8% | +5.9% |
| 6M | -4.0% | -52.1% | +48.1% | +6.0% |
| YTD | -21.2% | -42.5% | +21.2% | -16.3% |
| All | -11.5% | -58.0% | +46.5% | -1.9% |
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