+43.9%
STT vs LUMN
-62.6%
+106.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -11.0% | +6.2% | -3.9% |
| 7D | -4.9% | -16.9% | +12.0% | -3.6% |
| 30D | -6.0% | -32.7% | +26.7% | -3.5% |
| 3M | -11.7% | -34.5% | +22.9% | -9.2% |
| 6M | +11.7% | -56.9% | +68.6% | +17.7% |
| YTD | +30.4% | -48.8% | +79.2% | +34.4% |
| 1Y | +43.9% | -63.4% | +107.3% | +49.9% |
| All | +43.9% | -62.6% | +106.6% | +49.9% |
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