-49.3%
SOUN vs LUMN
+42.5%
-91.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -5.2% | +12.1% | -17.3% | -8.6% |
| 30D | +4.8% | +11.3% | -6.5% | +0.8% |
| 3M | -15.9% | -31.6% | +15.8% | -6.2% |
| 6M | -17.4% | -2.7% | -14.7% | -18.0% |
| YTD | -32.4% | -12.9% | -19.5% | -33.0% |
| 1Y | -49.3% | +36.2% | -85.5% | -46.9% |
| All | -49.3% | +42.5% | -91.8% | -46.9% |
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