+7,292.8%
STT vs LUMN
+156.1%
+7,136.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | -0.4% | +2.5% | -3.0% | -1.0% |
| 30D | +1.7% | +10.3% | -8.6% | -0.7% |
| 3M | +17.9% | -18.3% | +36.2% | +22.0% |
| 6M | +55.3% | +4.4% | +50.9% | +50.1% |
| YTD | +52.7% | -10.7% | +63.3% | +49.4% |
| 1Y | +75.7% | +14.0% | +61.7% | +58.3% |
| 3Y | +197.9% | +406.6% | -208.7% | +25.9% |
| 5Y | +158.8% | -36.8% | +195.6% | +107.9% |
| 10Y | +269.3% | -56.2% | +325.4% | +193.7% |
| All | +7,292.8% | +156.1% | +7,136.6% | +2,943.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling