+320.8%
SLV vs LUMN
-37.8%
+358.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -2.8% | +2.5% | -5.4% | -3.0% |
| 30D | -1.6% | +10.3% | -11.9% | -2.1% |
| 3M | -4.4% | -18.3% | +13.8% | -3.6% |
| 6M | -25.4% | +4.4% | -29.8% | -25.8% |
| YTD | -9.8% | -10.7% | +0.9% | -10.0% |
| 1Y | +53.8% | +14.0% | +39.8% | +50.9% |
| 3Y | +174.7% | +406.6% | -231.9% | +129.6% |
| 5Y | +164.3% | -36.8% | +201.1% | +158.2% |
| 10Y | +220.9% | -56.2% | +277.1% | +211.8% |
| All | +320.8% | -37.8% | +358.6% | +264.7% |
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