+231.1%
SNDK vs LUMN
-55.5%
+286.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -0.8% |
| 7D | +16.2% | +4.8% | +11.5% | +11.8% |
| 30D | -36.8% | -16.4% | -20.3% | -30.7% |
| 3M | -30.3% | -33.7% | +3.4% | -14.4% |
| 6M | -35.4% | -51.9% | +16.5% | -7.9% |
| YTD | +294.9% | -46.3% | +341.3% | +433.5% |
| 1Y | +231.1% | -51.2% | +282.4% | +350.3% |
| All | +231.1% | -55.5% | +286.6% | +350.3% |
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