+68.5%
STRL vs LUMN
+42.5%
+26.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.8% | +6.5% |
| 7D | +3.4% | +12.1% | -8.7% | -1.2% |
| 30D | -9.2% | +11.3% | -20.6% | -13.2% |
| 3M | -51.0% | -31.6% | -19.4% | -44.3% |
| 6M | +15.8% | -2.7% | +18.5% | +17.4% |
| YTD | +58.9% | -12.9% | +71.7% | +62.2% |
| 1Y | +68.5% | +36.2% | +32.3% | +55.6% |
| All | +68.5% | +42.5% | +26.0% | +55.6% |
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