+1,817.6%
SMH vs LUMN
-55.8%
+1,873.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.2% |
| 7D | +0.3% | +2.5% | -2.2% | 0.0% |
| 30D | -2.8% | +10.3% | -13.1% | -4.0% |
| 3M | -6.7% | -18.3% | +11.5% | -4.7% |
| 6M | +41.8% | +4.4% | +37.4% | +40.5% |
| YTD | +57.9% | -10.7% | +68.6% | +58.0% |
| 1Y | +87.6% | +14.0% | +73.7% | +81.8% |
| 3Y | +282.9% | +406.6% | -123.6% | +181.2% |
| 5Y | +330.4% | -36.8% | +367.2% | +348.3% |
| All | +1,817.6% | -55.8% | +1,873.4% | +1,740.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling