+156.6%
STT vs LUMN
-37.8%
+194.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -0.4% | +2.5% | -3.0% | -0.6% |
| 30D | +1.7% | +10.3% | -8.6% | +0.8% |
| 3M | +17.9% | -18.3% | +36.2% | +19.5% |
| 6M | +55.3% | +4.4% | +50.9% | +53.5% |
| YTD | +52.7% | -10.7% | +63.3% | +51.7% |
| 1Y | +75.7% | +14.0% | +61.7% | +69.5% |
| 3Y | +197.9% | +406.6% | -208.7% | +117.4% |
| All | +156.6% | -37.8% | +194.4% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling