-69.8%
SPCH vs LUMN
-55.0%
-14.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -11.0% | -7.1% | -9.7% |
| 7D | -27.7% | -16.9% | -10.8% | -16.6% |
| 30D | -51.2% | -32.7% | -18.5% | -33.2% |
| 3M | +11.3% | -34.5% | +45.8% | +48.1% |
| All | -69.8% | -55.0% | -14.9% | -55.2% |
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 · Available span rolling