+560.0%
STRL vs LUMN
+385.3%
+174.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.1% |
| 7D | +5.0% | +2.5% | +2.5% | +4.6% |
| 30D | -6.9% | +10.3% | -17.2% | -8.4% |
| 3M | -39.1% | -18.3% | -20.8% | -37.3% |
| 6M | +21.5% | +4.4% | +17.1% | +21.3% |
| YTD | +66.9% | -10.7% | +77.6% | +68.5% |
| 1Y | +61.6% | +14.0% | +47.7% | +58.5% |
| 3Y | +560.0% | +406.6% | +153.4% | +470.2% |
| All | +560.0% | +385.3% | +174.7% | +470.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling