+94.6%
SOFI vs LUMN
+385.3%
-290.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -4.9% | +2.5% | -7.5% | -5.3% |
| 30D | -3.5% | +10.3% | -13.8% | -4.8% |
| 3M | +3.9% | -18.3% | +22.2% | +6.4% |
| 6M | -6.5% | +4.4% | -10.9% | -7.6% |
| YTD | -33.8% | -10.7% | -23.2% | -33.9% |
| 1Y | -33.3% | +14.0% | -47.2% | -35.7% |
| 3Y | +94.6% | +406.6% | -312.0% | +41.8% |
| All | +94.6% | +385.3% | -290.7% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling