+264.3%
STT vs LUMN
-55.8%
+320.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -0.4% | +2.5% | -3.0% | -0.8% |
| 30D | +1.7% | +10.3% | -8.6% | +0.3% |
| 3M | +17.9% | -18.3% | +36.2% | +20.3% |
| 6M | +55.3% | +4.4% | +50.9% | +52.5% |
| YTD | +52.7% | -10.7% | +63.3% | +51.1% |
| 1Y | +75.7% | +14.0% | +61.7% | +65.9% |
| 3Y | +197.9% | +406.6% | -208.7% | +79.6% |
| 5Y | +158.8% | -36.8% | +195.6% | +159.7% |
| All | +264.3% | -55.8% | +320.1% | +230.2% |
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 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