-2.7%
SMCI vs LUMN
+42.5%
-45.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.6% | +5.2% |
| 7D | +6.8% | +12.1% | -5.3% | +2.7% |
| 30D | +30.6% | +11.3% | +19.2% | +25.7% |
| 3M | -15.6% | -31.6% | +16.0% | -5.8% |
| 6M | +21.3% | -2.7% | +24.0% | +24.7% |
| YTD | +35.3% | -12.9% | +48.1% | +36.3% |
| 1Y | -2.7% | +36.2% | -38.9% | -11.8% |
| All | -2.7% | +42.5% | -45.3% | -11.8% |
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