+194.8%
SNXX vs LUMN
+3.9%
+190.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.9% | -9.0% | -9.9% |
| 7D | -12.0% | +2.5% | -14.6% | -15.6% |
| 30D | +37.9% | +10.3% | +27.6% | +18.6% |
| 3M | -52.7% | -18.3% | -34.4% | -34.2% |
| 6M | +194.8% | +4.4% | +190.4% | +145.8% |
| All | +194.8% | +3.9% | +190.9% | +145.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling