+3,747.4%
SIMO vs LUMN
-32.4%
+3,779.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +7.0% |
| 7D | +11.0% | +2.5% | +8.5% | +10.6% |
| 30D | +17.9% | +10.3% | +7.6% | +16.2% |
| 3M | +3.9% | -18.3% | +22.2% | +6.9% |
| 6M | +131.0% | +4.4% | +126.7% | +128.8% |
| YTD | +209.3% | -10.7% | +220.0% | +208.1% |
| 1Y | +223.8% | +14.0% | +209.8% | +208.6% |
| 3Y | +479.2% | +406.6% | +72.7% | +248.0% |
| 5Y | +316.0% | -36.8% | +352.8% | +308.0% |
| 10Y | +596.0% | -56.2% | +652.2% | +566.9% |
| All | +3,747.4% | -32.4% | +3,779.8% | +2,430.0% |
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