+47.4%
SGI vs LUMN
-37.8%
+85.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -4.5% | +2.5% | -7.0% | -4.7% |
| 30D | +4.2% | +10.3% | -6.2% | +3.2% |
| 3M | -7.4% | -18.3% | +10.8% | -6.1% |
| 6M | -15.1% | +4.4% | -19.4% | -15.7% |
| YTD | -24.7% | -10.7% | -14.0% | -24.8% |
| 1Y | -21.8% | +14.0% | -35.7% | -24.1% |
| 3Y | +50.0% | +406.6% | -356.5% | +9.9% |
| All | +47.4% | -37.8% | +85.2% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling