-11.3%
SIRI vs LUMN
-55.8%
+44.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +0.6% | +2.5% | -2.0% | +0.3% |
| 30D | +2.5% | +10.3% | -7.8% | +1.4% |
| 3M | +6.6% | -18.3% | +24.9% | +8.4% |
| 6M | +32.9% | +4.4% | +28.5% | +31.0% |
| YTD | +50.5% | -10.7% | +61.1% | +49.0% |
| 1Y | +28.0% | +14.0% | +14.0% | +21.3% |
| 3Y | -22.4% | +406.6% | -429.0% | -49.4% |
| 5Y | -41.3% | -36.8% | -4.5% | -41.5% |
| All | -11.3% | -55.8% | +44.5% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling