+178.2%
SOUN vs LUMN
+385.3%
-207.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -7.1% | +2.5% | -9.6% | -7.6% |
| 30D | -15.4% | +10.3% | -25.7% | -17.1% |
| 3M | -10.6% | -18.3% | +7.7% | -7.7% |
| 6M | -19.6% | +4.4% | -24.0% | -20.7% |
| YTD | -37.2% | -10.7% | -26.5% | -37.0% |
| 1Y | -57.1% | +14.0% | -71.0% | -58.9% |
| 3Y | +178.2% | +406.6% | -228.3% | +72.6% |
| All | +178.2% | +385.3% | -207.1% | +72.6% |
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