+32.6%
SMH vs LUMN
-63.6%
+96.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.6% |
| 7D | -11.2% | -18.2% | +7.0% | -6.3% |
| 30D | -25.8% | -32.5% | +6.7% | -18.0% |
| 3M | -18.8% | -32.4% | +13.6% | -11.0% |
| 6M | -15.6% | -59.3% | +43.7% | +3.9% |
| YTD | +28.8% | -48.6% | +77.5% | +47.9% |
| 1Y | +32.6% | -63.5% | +96.1% | +62.1% |
| All | +32.6% | -63.6% | +96.2% | +62.1% |
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