+22.7%
SITM vs LUMN
-63.6%
+86.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.3% | +17.2% | +17.4% |
| 7D | -6.7% | -18.2% | +11.5% | -1.7% |
| 30D | -37.3% | -32.5% | -4.8% | -31.1% |
| 3M | -39.4% | -32.4% | -7.0% | -33.5% |
| 6M | -33.1% | -59.3% | +26.2% | -20.6% |
| YTD | +18.0% | -48.6% | +66.7% | +29.3% |
| 1Y | +22.7% | -63.5% | +86.2% | +62.0% |
| All | +22.7% | -63.6% | +86.3% | +62.0% |
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 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