+2,252.4%
STM vs LUMN
+96.5%
+2,155.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | -1.4% | +2.5% | -3.9% | -2.0% |
| 30D | -4.9% | +10.3% | -15.3% | -7.1% |
| 3M | -34.0% | -18.3% | -15.7% | -31.0% |
| 6M | +51.8% | +4.4% | +47.5% | +49.5% |
| YTD | +99.4% | -10.7% | +110.0% | +98.7% |
| 1Y | +99.1% | +14.0% | +85.1% | +83.0% |
| 3Y | +19.5% | +406.6% | -387.1% | -48.0% |
| 5Y | +19.5% | -36.8% | +56.3% | +1.5% |
| 10Y | +663.9% | -56.2% | +720.1% | +515.9% |
| All | +2,252.4% | +96.5% | +2,155.9% | +928.1% |
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