+96.5%
STM vs LUMN
-59.3%
+155.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.2% | -4.4% |
| 7D | -6.0% | -6.9% | +0.9% | -4.2% |
| 30D | -20.9% | -20.5% | -0.5% | -16.1% |
| 3M | -15.8% | -33.4% | +17.6% | -6.9% |
| 6M | -17.0% | -52.1% | +35.0% | -2.1% |
| YTD | +76.8% | -42.5% | +119.3% | +97.2% |
| 1Y | +96.5% | -57.6% | +154.1% | +134.9% |
| All | +96.5% | -59.3% | +155.8% | +134.9% |
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