+6.2%
SPMO vs LUMN
-63.6%
+69.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -8.7% | -18.2% | +9.5% | -5.8% |
| 30D | -18.7% | -32.5% | +13.8% | -13.8% |
| 3M | -16.4% | -32.4% | +15.9% | -11.8% |
| 6M | -11.9% | -59.3% | +47.5% | -0.6% |
| YTD | +4.9% | -48.6% | +53.5% | +13.8% |
| 1Y | +6.2% | -63.5% | +69.7% | +17.1% |
| All | +6.2% | -63.6% | +69.8% | +17.1% |
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