+559.0%
SPYG vs LUMN
-16.3%
+575.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.9% | +2.5% | -3.4% | -1.3% |
| 30D | -1.5% | +10.3% | -11.8% | -3.1% |
| 3M | +3.7% | -18.3% | +22.0% | +6.3% |
| 6M | +16.4% | +4.4% | +12.1% | +14.3% |
| YTD | +13.3% | -10.7% | +24.0% | +12.3% |
| 1Y | +17.9% | +14.0% | +3.9% | +11.0% |
| 3Y | +98.3% | +406.6% | -308.2% | +17.4% |
| 5Y | +86.4% | -36.8% | +123.2% | +74.3% |
| 10Y | +421.9% | -56.2% | +478.1% | +376.8% |
| All | +559.0% | -16.3% | +575.3% | +321.9% |
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