-0.9%
SWKS vs LUMN
+385.3%
-386.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +5.0% |
| 7D | +19.4% | +2.5% | +16.8% | +19.1% |
| 30D | +26.8% | +10.3% | +16.5% | +25.8% |
| 3M | +21.5% | -18.3% | +39.7% | +23.0% |
| 6M | +61.0% | +4.4% | +56.6% | +59.5% |
| YTD | +42.2% | -10.7% | +52.9% | +41.5% |
| 1Y | +22.1% | +14.0% | +8.2% | +19.1% |
| 3Y | -0.9% | +406.6% | -407.4% | -13.1% |
| All | -0.9% | +385.3% | -386.2% | -13.1% |
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 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