+298.9%
SPGI vs LUMN
-55.0%
+353.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | -5.6% | +3.8% | -9.5% | -5.9% |
| 30D | +0.2% | +4.6% | -4.5% | -0.2% |
| 3M | +5.8% | -17.2% | +23.0% | +6.9% |
| 6M | +5.2% | +5.9% | -0.7% | +3.6% |
| YTD | -14.8% | -9.5% | -5.2% | -15.5% |
| 1Y | -18.0% | +16.2% | -34.2% | -21.2% |
| 3Y | +14.4% | +384.8% | -370.4% | -15.9% |
| 5Y | +2.2% | -38.7% | +40.9% | +2.6% |
| 10Y | +298.9% | -54.9% | +353.8% | +274.6% |
| All | +298.9% | -55.0% | +353.9% | +274.6% |
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