+106.8%
SPG vs LUMN
+385.3%
-278.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -1.2% | +2.5% | -3.7% | -1.3% |
| 30D | -6.1% | +10.3% | -16.5% | -6.7% |
| 3M | -3.6% | -18.3% | +14.6% | -2.8% |
| 6M | +10.4% | +4.4% | +6.1% | +9.4% |
| YTD | +14.4% | -10.7% | +25.1% | +13.7% |
| 1Y | +16.5% | +14.0% | +2.6% | +12.8% |
| 3Y | +106.8% | +406.6% | -299.8% | +66.9% |
| All | +106.8% | +385.3% | -278.5% | +66.9% |
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