+338.3%
SU vs LUMN
-37.8%
+376.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.2% |
| 7D | +2.2% | +2.5% | -0.3% | +2.1% |
| 30D | +8.4% | +10.3% | -1.9% | +7.9% |
| 3M | +12.1% | -18.3% | +30.3% | +12.9% |
| 6M | +19.7% | +4.4% | +15.3% | +18.7% |
| YTD | +58.4% | -10.7% | +69.1% | +57.6% |
| 1Y | +67.2% | +14.0% | +53.3% | +63.2% |
| 3Y | +125.0% | +406.6% | -281.5% | +86.5% |
| All | +338.3% | -37.8% | +376.1% | +410.4% |
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