-99.5%
SPXU vs LUMN
-55.8%
-43.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -1.9% |
| 7D | +2.5% | +2.5% | 0.0% | +3.2% |
| 30D | +4.2% | +10.3% | -6.1% | +7.2% |
| 3M | -9.3% | -18.3% | +9.0% | -12.8% |
| 6M | -30.7% | +4.4% | -35.1% | -27.3% |
| YTD | -28.1% | -10.7% | -17.5% | -25.7% |
| 1Y | -35.2% | +14.0% | -49.2% | -26.4% |
| 3Y | -79.9% | +406.6% | -486.5% | -50.8% |
| 5Y | -86.4% | -36.8% | -49.6% | -86.9% |
| All | -99.5% | -55.8% | -43.7% | -99.3% |
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