-6.4%
T vs LUMN
-59.3%
+52.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.0% | +1.9% |
| 7D | +5.5% | -6.9% | +12.3% | +5.2% |
| 30D | -8.9% | -20.5% | +11.5% | -9.6% |
| 3M | -5.6% | -33.4% | +27.8% | -6.9% |
| 6M | -14.3% | -52.1% | +37.8% | -16.3% |
| YTD | -7.9% | -42.5% | +34.5% | -9.1% |
| 1Y | -6.4% | -57.6% | +51.2% | -10.0% |
| All | -6.4% | -59.3% | +52.9% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling