+165.5%
SITM vs LUMN
+42.5%
+123.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.0% | +8.6% | +7.0% |
| 7D | +9.7% | +12.1% | -2.4% | +7.1% |
| 30D | +12.7% | +11.3% | +1.4% | +10.1% |
| 3M | -13.4% | -31.6% | +18.2% | -8.8% |
| 6M | +59.6% | -2.7% | +62.3% | +55.8% |
| YTD | +73.3% | -12.9% | +86.2% | +70.6% |
| 1Y | +165.5% | +36.2% | +129.3% | +164.9% |
| All | +165.5% | +42.5% | +123.0% | +164.9% |
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