+755.0%
SW vs LUMN
-32.5%
+787.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -5.1% | +12.1% | -17.2% | -5.6% |
| 30D | -4.6% | +11.3% | -15.9% | -5.1% |
| 3M | +9.4% | -31.6% | +41.0% | +11.0% |
| 6M | +3.5% | -2.7% | +6.2% | +3.3% |
| YTD | +22.0% | -12.9% | +34.9% | +21.9% |
| 1Y | +2.2% | +36.2% | -34.0% | -0.6% |
| 3Y | +19.6% | +328.5% | -308.9% | +6.9% |
| 5Y | -2.3% | -39.2% | +36.8% | -5.9% |
| 10Y | +181.4% | -57.4% | +238.7% | +164.8% |
| All | +755.0% | -32.5% | +787.5% | +726.1% |
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