+289.1%
SN vs LUMN
+283.4%
+5.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | -7.3% | +2.5% | -9.8% | -7.5% |
| 30D | -13.6% | +10.3% | -23.9% | -14.4% |
| 3M | +18.6% | -18.3% | +36.8% | +20.3% |
| 6M | +46.0% | +4.4% | +41.6% | +44.3% |
| YTD | +43.7% | -10.7% | +54.4% | +43.1% |
| 1Y | +39.2% | +14.0% | +25.2% | +35.3% |
| 3Y | +306.5% | +406.6% | -100.1% | +226.8% |
| All | +289.1% | +283.4% | +5.7% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling