-2.3%
SW vs LUMN
-68.6%
+66.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -2.9% | +2.5% | -5.4% | -3.0% |
| 30D | +5.0% | -10.1% | +15.1% | +5.3% |
| 3M | -13.7% | -36.1% | +22.4% | -12.4% |
| 6M | +8.0% | -56.5% | +64.5% | +11.1% |
| YTD | +14.0% | -47.4% | +61.3% | +15.8% |
| 1Y | +25.6% | -49.6% | +75.3% | +27.8% |
| 3Y | +40.1% | +255.7% | -215.5% | +32.7% |
| All | -2.3% | -68.6% | +66.3% | -15.6% |
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