+4,437.1%
SNDK vs LUMN
+47.7%
+4,389.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.4% |
| 7D | -6.1% | +2.5% | -8.6% | -7.3% |
| 30D | +21.5% | +10.3% | +11.2% | +15.8% |
| 3M | -13.2% | -18.3% | +5.1% | -4.2% |
| 6M | +149.2% | +4.4% | +144.8% | +144.9% |
| YTD | +588.1% | -10.7% | +598.8% | +608.8% |
| 1Y | +1,837.5% | +14.0% | +1,823.6% | +1,587.9% |
| All | +4,437.1% | +47.7% | +4,389.4% | +3,191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling