+494.4%
TEAM vs LUMN
-55.8%
+550.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -5.2% | +2.5% | -7.7% | -5.4% |
| 30D | +15.8% | +10.3% | +5.4% | +14.7% |
| 3M | +101.5% | -18.3% | +119.7% | +104.0% |
| 6M | +138.2% | +4.4% | +133.8% | +135.7% |
| YTD | +10.8% | -10.7% | +21.5% | +10.3% |
| 1Y | +1.7% | +14.0% | -12.3% | -1.6% |
| 3Y | -16.0% | +406.6% | -422.6% | -32.6% |
| 5Y | -52.7% | -36.8% | -15.9% | -54.9% |
| All | +494.4% | -55.8% | +550.3% | +453.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling