+220.0%
SIMO vs LUMN
+42.5%
+177.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.0% | +10.7% | +9.1% |
| 7D | +4.2% | +12.1% | -7.9% | +1.7% |
| 30D | +4.1% | +11.3% | -7.3% | +1.6% |
| 3M | -12.9% | -31.6% | +18.7% | -8.2% |
| 6M | +110.3% | -2.7% | +113.1% | +111.6% |
| YTD | +178.6% | -12.9% | +191.4% | +177.3% |
| 1Y | +220.0% | +36.2% | +183.8% | +199.8% |
| All | +220.0% | +42.5% | +177.5% | +199.8% |
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 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