+5,911.5%
SO vs LUMN
+156.1%
+5,755.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | -5.0% | +10.3% | -15.3% | -5.8% |
| 3M | -5.8% | -18.3% | +12.5% | -4.7% |
| 6M | -7.9% | +4.4% | -12.3% | -9.1% |
| YTD | +2.4% | -10.7% | +13.1% | +1.6% |
| 1Y | -2.3% | +14.0% | -16.2% | -6.0% |
| 3Y | +41.9% | +406.6% | -364.7% | +3.7% |
| 5Y | +58.1% | -36.8% | +94.9% | +47.8% |
| 10Y | +158.5% | -56.2% | +214.7% | +138.3% |
| All | +5,911.5% | +156.1% | +5,755.4% | +4,406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling