+62.1%
SPG vs LUMN
-55.8%
+117.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | -6.1% | +10.3% | -16.5% | -7.5% |
| 3M | -3.6% | -18.3% | +14.6% | -1.7% |
| 6M | +10.4% | +4.4% | +6.1% | +8.1% |
| YTD | +14.4% | -10.7% | +25.1% | +12.7% |
| 1Y | +16.5% | +14.0% | +2.6% | +8.6% |
| 3Y | +106.8% | +406.6% | -299.8% | +19.5% |
| 5Y | +108.9% | -36.8% | +145.7% | +105.4% |
| All | +62.1% | -55.8% | +117.9% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling