-46.9%
SOFI vs LUMN
-63.4%
+16.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -3.3% | -18.2% | +15.0% | +1.9% |
| 30D | +3.5% | -32.5% | +36.0% | +13.9% |
| 3M | -10.4% | -32.4% | +21.9% | -1.8% |
| 6M | -0.6% | -59.3% | +58.8% | +21.3% |
| YTD | -38.1% | -48.6% | +10.6% | -29.6% |
| All | -46.9% | -63.4% | +16.5% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling