+57.8%
SO vs LUMN
-37.8%
+95.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -1.1% | +2.5% | -3.6% | -1.1% |
| 30D | -5.0% | +10.3% | -15.3% | -5.2% |
| 3M | -5.8% | -18.3% | +12.5% | -5.5% |
| 6M | -7.9% | +4.4% | -12.3% | -8.3% |
| YTD | +2.4% | -10.7% | +13.1% | +2.2% |
| 1Y | -2.3% | +14.0% | -16.2% | -3.4% |
| 3Y | +41.9% | +406.6% | -364.7% | +22.7% |
| All | +57.8% | -37.8% | +95.6% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling