-23.7%
SPXU vs LUMN
-63.6%
+39.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +7.6% | -18.2% | +25.8% | +2.9% |
| 30D | +17.5% | -32.5% | +50.0% | +7.8% |
| 3M | +14.7% | -32.4% | +47.0% | +5.9% |
| 6M | -0.1% | -59.3% | +59.3% | -16.7% |
| YTD | -19.8% | -48.6% | +28.8% | -26.7% |
| 1Y | -23.7% | -63.5% | +39.8% | -33.2% |
| All | -23.7% | -63.6% | +39.9% | -33.2% |
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