+247.9%
SOXX vs LUMN
-37.8%
+285.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +1.4% | +2.5% | -1.1% | +1.1% |
| 30D | -3.6% | +10.3% | -13.9% | -4.7% |
| 3M | -10.2% | -18.3% | +8.1% | -8.3% |
| 6M | +54.2% | +4.4% | +49.9% | +53.4% |
| YTD | +75.2% | -10.7% | +85.9% | +75.7% |
| 1Y | +107.5% | +14.0% | +93.5% | +102.8% |
| 3Y | +226.8% | +406.6% | -179.8% | +158.3% |
| All | +247.9% | -37.8% | +285.7% | +364.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling