-25.9%
STRL vs LUMN
-59.3%
+33.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -5.9% | -15.6% | -19.0% |
| 7D | -27.1% | -6.9% | -20.2% | -24.5% |
| 30D | -45.8% | -20.5% | -25.3% | -40.3% |
| 3M | -47.6% | -33.4% | -14.2% | -38.8% |
| 6M | -46.4% | -52.1% | +5.7% | -29.0% |
| YTD | -7.4% | -42.5% | +35.1% | +12.3% |
| 1Y | -25.9% | -57.6% | +31.7% | -4.2% |
| All | -25.9% | -59.3% | +33.4% | -4.2% |
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