+43.0%
SN vs LUMN
+42.5%
+0.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -9.3% | +12.1% | -21.4% | -10.7% |
| 30D | -4.8% | +11.3% | -16.1% | -6.3% |
| 3M | +40.4% | -31.6% | +72.0% | +47.7% |
| 6M | +50.9% | -2.7% | +53.7% | +48.8% |
| YTD | +54.9% | -12.9% | +67.8% | +53.6% |
| 1Y | +43.0% | +36.2% | +6.8% | +39.5% |
| All | +43.0% | +42.5% | +0.5% | +39.5% |
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