-56.7%
STLA vs LUMN
-62.6%
+5.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.0% | +6.4% | -4.5% |
| 7D | -5.5% | -16.9% | +11.4% | -5.5% |
| 30D | -3.7% | -32.7% | +29.0% | -4.0% |
| 3M | -21.1% | -34.5% | +13.4% | -21.3% |
| 6M | -38.3% | -56.9% | +18.5% | -39.3% |
| YTD | -59.2% | -48.8% | -10.5% | -55.4% |
| 1Y | -56.7% | -63.4% | +6.7% | -51.3% |
| All | -56.7% | -62.6% | +5.9% | -51.3% |
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 · 6 months rolling