+572.5%
SNPS vs LUMN
-55.8%
+628.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.1% |
| 7D | +0.9% | +2.5% | -1.6% | +0.7% |
| 30D | -3.6% | +10.3% | -14.0% | -4.5% |
| 3M | -12.9% | -18.3% | +5.3% | -11.7% |
| 6M | -8.2% | +4.4% | -12.6% | -9.1% |
| YTD | -15.4% | -10.7% | -4.7% | -15.7% |
| 1Y | -9.3% | +14.0% | -23.3% | -11.8% |
| 3Y | -14.0% | +406.6% | -420.5% | -31.1% |
| 5Y | +19.5% | -36.8% | +56.3% | +22.2% |
| All | +572.5% | -55.8% | +628.3% | +542.4% |
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