+22.0%
TECH vs LUMN
-58.0%
+80.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +0.1% |
| 7D | +0.1% | -6.9% | +6.9% | 0.0% |
| 30D | +0.2% | -20.5% | +20.7% | +0.1% |
| 3M | +1.0% | -33.4% | +34.4% | +0.8% |
| 6M | +33.3% | -52.1% | +85.3% | +32.2% |
| YTD | +24.2% | -42.5% | +66.7% | +20.6% |
| All | +22.0% | -58.0% | +80.1% | +16.8% |
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