+24.5%
SSPC vs LUMN
-55.0%
+79.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -11.0% | +29.2% | +9.5% |
| 7D | +29.9% | -16.9% | +46.8% | +14.6% |
| 30D | +73.6% | -32.7% | +106.3% | +26.9% |
| 3M | -46.3% | -34.5% | -11.8% | -58.8% |
| All | +24.5% | -55.0% | +79.5% | -10.3% |
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 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 · Available span rolling