+40.1%
SW vs LUMN
+246.6%
-206.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | +5.0% | -10.1% | +15.1% | +5.4% |
| 3M | -13.7% | -36.1% | +22.4% | -12.0% |
| 6M | +8.0% | -56.5% | +64.5% | +11.9% |
| YTD | +14.0% | -47.4% | +61.3% | +16.3% |
| 1Y | +25.6% | -49.6% | +75.3% | +28.3% |
| 3Y | +40.1% | +255.7% | -215.5% | +18.4% |
| All | +40.1% | +246.6% | -206.5% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling