+11.0%
SPYM vs LUMN
-63.6%
+74.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -2.7% | -18.2% | +15.6% | -1.2% |
| 30D | -5.4% | -32.5% | +27.1% | -2.5% |
| 3M | -4.1% | -32.4% | +28.3% | -1.4% |
| 6M | +0.8% | -59.3% | +60.1% | +7.5% |
| YTD | +8.8% | -48.6% | +57.4% | +12.8% |
| 1Y | +11.0% | -63.5% | +74.5% | +16.9% |
| All | +11.0% | -63.6% | +74.6% | +16.9% |
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 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