+566.9%
SPMO vs LUMN
-48.8%
+615.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.9% | +2.5% | -3.5% | -1.2% |
| 30D | -1.9% | +10.3% | -12.3% | -2.8% |
| 3M | -1.4% | -18.3% | +16.9% | +0.1% |
| 6M | +25.5% | +4.4% | +21.1% | +24.5% |
| YTD | +24.8% | -10.7% | +35.5% | +24.6% |
| 1Y | +24.5% | +14.0% | +10.5% | +20.9% |
| 3Y | +157.1% | +406.6% | -249.4% | +100.2% |
| 5Y | +149.5% | -36.8% | +186.3% | +152.2% |
| 10Y | +518.1% | -56.2% | +574.2% | +486.8% |
| All | +566.9% | -48.8% | +615.7% | +539.7% |
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