+980.0%
SMCI vs LUMN
-37.8%
+1,017.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +7.1% |
| 7D | +1.3% | +2.5% | -1.2% | +1.1% |
| 30D | +6.6% | +10.3% | -3.7% | +5.8% |
| 3M | +25.4% | -18.3% | +43.7% | +27.0% |
| 6M | +26.1% | +4.4% | +21.8% | +26.7% |
| YTD | +37.0% | -10.7% | +47.7% | +37.7% |
| 1Y | -8.8% | +14.0% | -22.7% | -9.0% |
| 3Y | +44.6% | +406.6% | -362.0% | +34.3% |
| All | +980.0% | -37.8% | +1,017.8% | +1,384.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling