+158.9%
SN vs LUMN
-59.3%
+218.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.9% | +10.0% | +4.9% |
| 7D | +10.6% | -6.9% | +17.5% | +11.7% |
| 30D | +20.0% | -20.5% | +40.5% | +23.6% |
| 3M | +30.4% | -33.4% | +63.7% | +37.1% |
| 6M | +91.0% | -52.1% | +143.1% | +111.7% |
| YTD | +95.9% | -42.5% | +138.4% | +104.4% |
| 1Y | +158.9% | -57.6% | +216.5% | +192.0% |
| All | +158.9% | -59.3% | +218.2% | +192.0% |
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