+1,784.5%
SGI vs LUMN
-24.8%
+1,809.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -4.5% | +2.5% | -7.0% | -4.9% |
| 30D | +4.2% | +10.3% | -6.2% | +2.0% |
| 3M | -7.4% | -18.3% | +10.8% | -4.3% |
| 6M | -15.1% | +4.4% | -19.4% | -17.0% |
| YTD | -24.7% | -10.7% | -14.0% | -25.5% |
| 1Y | -21.8% | +14.0% | -35.7% | -28.2% |
| 3Y | +50.0% | +406.6% | -356.5% | -32.5% |
| 5Y | +48.9% | -36.8% | +85.7% | +32.8% |
| 10Y | +267.1% | -56.2% | +323.3% | +221.1% |
| All | +1,784.5% | -24.8% | +1,809.2% | +962.8% |
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