+262.8%
SGI vs LUMN
-55.8%
+318.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -4.5% | +2.5% | -7.0% | -4.8% |
| 30D | +4.2% | +10.3% | -6.2% | +2.9% |
| 3M | -7.4% | -18.3% | +10.8% | -5.5% |
| 6M | -15.1% | +4.4% | -19.4% | -16.1% |
| YTD | -24.7% | -10.7% | -14.0% | -25.0% |
| 1Y | -21.8% | +14.0% | -35.7% | -25.4% |
| 3Y | +50.0% | +406.6% | -356.5% | -4.4% |
| 5Y | +48.9% | -36.8% | +85.7% | +48.4% |
| All | +262.8% | -55.8% | +318.6% | +241.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling