+60.4%
SIMO vs LUMN
-62.6%
+123.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -11.0% | -3.4% | -11.6% |
| 7D | -31.4% | -16.9% | -14.5% | -27.9% |
| 30D | -45.2% | -32.7% | -12.5% | -39.7% |
| 3M | -36.5% | -34.5% | -2.0% | -30.3% |
| 6M | -34.2% | -56.9% | +22.7% | -23.0% |
| YTD | +69.9% | -48.8% | +118.7% | +88.6% |
| 1Y | +60.4% | -63.4% | +123.8% | +89.1% |
| All | +60.4% | -62.6% | +123.0% | +89.1% |
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