+226.8%
SOXX vs LUMN
+385.3%
-158.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +1.4% | +2.5% | -1.1% | +1.1% |
| 30D | -3.6% | +10.3% | -13.9% | -4.6% |
| 3M | -10.2% | -18.3% | +8.1% | -8.6% |
| 6M | +54.2% | +4.4% | +49.9% | +53.7% |
| YTD | +75.2% | -10.7% | +85.9% | +75.7% |
| 1Y | +107.5% | +14.0% | +93.5% | +104.5% |
| 3Y | +226.8% | +406.6% | -179.8% | +204.8% |
| All | +226.8% | +385.3% | -158.6% | +204.8% |
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