+7,285.0%
STRL vs LUMN
-55.8%
+7,340.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.0% |
| 7D | +5.0% | +2.5% | +2.5% | +4.5% |
| 30D | -6.9% | +10.3% | -17.2% | -8.7% |
| 3M | -39.1% | -18.3% | -20.8% | -36.8% |
| 6M | +21.5% | +4.4% | +17.1% | +20.8% |
| YTD | +66.9% | -10.7% | +77.6% | +68.6% |
| 1Y | +61.6% | +14.0% | +47.7% | +55.6% |
| 3Y | +560.0% | +406.6% | +153.4% | +311.1% |
| 5Y | +2,238.9% | -36.8% | +2,275.7% | +2,370.7% |
| All | +7,285.0% | -55.8% | +7,340.8% | +7,747.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling