+30.9%
SPG vs LUMN
-59.3%
+90.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.9% | +8.8% | +2.8% |
| 7D | +8.2% | -6.9% | +15.0% | +8.1% |
| 30D | +13.5% | -20.5% | +33.9% | +13.1% |
| 3M | +2.2% | -33.4% | +35.6% | +1.8% |
| 6M | +15.9% | -52.1% | +68.0% | +15.5% |
| YTD | +27.6% | -42.5% | +70.1% | +25.8% |
| 1Y | +30.9% | -57.6% | +88.5% | +26.8% |
| All | +30.9% | -59.3% | +90.2% | +26.8% |
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 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