+86.7%
SPYG vs LUMN
-37.8%
+124.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | -1.5% | +10.3% | -11.8% | -2.3% |
| 3M | +3.7% | -18.3% | +22.0% | +5.0% |
| 6M | +16.4% | +4.4% | +12.1% | +15.5% |
| YTD | +13.3% | -10.7% | +24.0% | +13.0% |
| 1Y | +17.9% | +14.0% | +3.9% | +15.1% |
| 3Y | +98.3% | +406.6% | -308.2% | +64.6% |
| All | +86.7% | -37.8% | +124.5% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling