+12,814.3%
SPGI vs LUMN
+156.1%
+12,658.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -7.4% | +2.5% | -9.9% | -7.7% |
| 30D | +0.4% | +10.3% | -10.0% | -1.2% |
| 3M | +5.3% | -18.3% | +23.5% | +7.4% |
| 6M | +1.7% | +4.4% | -2.7% | -1.0% |
| YTD | -16.4% | -10.7% | -5.7% | -17.8% |
| 1Y | -20.5% | +14.0% | -34.5% | -26.1% |
| 3Y | +14.2% | +406.6% | -392.3% | -34.3% |
| 5Y | +0.6% | -36.8% | +37.4% | -12.0% |
| 10Y | +289.2% | -56.2% | +345.4% | +234.1% |
| All | +12,814.3% | +156.1% | +12,658.2% | +8,589.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling