-14.4%
SMR vs LUMN
-28.2%
+13.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.9% | -17.6% | -16.0% |
| 7D | -11.2% | +2.5% | -13.7% | -11.8% |
| 30D | -10.2% | +10.3% | -20.6% | -12.1% |
| 3M | -10.0% | -18.3% | +8.2% | -7.0% |
| 6M | -30.5% | +4.4% | -34.8% | -30.6% |
| YTD | -39.2% | -10.7% | -28.6% | -38.2% |
| 1Y | -75.5% | +14.0% | -89.5% | -76.0% |
| 3Y | +45.4% | +406.6% | -361.1% | +6.7% |
| All | -14.4% | -28.2% | +13.8% | -12.9% |
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