+3,069.6%
SPY vs LUMN
+102.7%
+2,966.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.6% |
| 7D | -0.8% | +2.5% | -3.3% | -1.2% |
| 30D | -1.1% | +10.3% | -11.4% | -2.7% |
| 3M | +3.9% | -18.3% | +22.1% | +6.5% |
| 6M | +13.6% | +4.4% | +9.2% | +11.2% |
| YTD | +12.7% | -10.7% | +23.4% | +11.3% |
| 1Y | +17.5% | +14.0% | +3.5% | +9.7% |
| 3Y | +76.9% | +406.6% | -329.7% | -0.7% |
| 5Y | +83.6% | -36.8% | +120.4% | +63.6% |
| 10Y | +320.7% | -56.2% | +376.9% | +267.6% |
| All | +3,069.6% | +102.7% | +2,966.9% | +1,684.9% |
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