+479.2%
SIMO vs LUMN
+385.3%
+93.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +7.1% |
| 7D | +11.0% | +2.5% | +8.5% | +10.9% |
| 30D | +17.9% | +10.3% | +7.6% | +17.2% |
| 3M | +3.9% | -18.3% | +22.2% | +4.9% |
| 6M | +131.0% | +4.4% | +126.7% | +130.7% |
| YTD | +209.3% | -10.7% | +220.0% | +209.2% |
| 1Y | +223.8% | +14.0% | +209.8% | +220.9% |
| 3Y | +479.2% | +406.6% | +72.7% | +469.4% |
| All | +479.2% | +385.3% | +93.9% | +469.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling