+25.0%
SW vs LUMN
+376.2%
-351.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.7% | -1.4% | -5.3% | -6.7% |
| 30D | -14.2% | +6.7% | -20.9% | -14.5% |
| 3M | +9.4% | -17.6% | +26.9% | +10.2% |
| 6M | +0.8% | +1.6% | -0.8% | +0.5% |
| YTD | +12.4% | -12.4% | +24.7% | +12.2% |
| 1Y | -4.0% | +10.9% | -14.9% | -5.8% |
| All | +25.0% | +376.2% | -351.3% | +9.5% |
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