+199.9%
TER vs LUMN
+42.5%
+157.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.3% |
| 7D | +0.6% | +12.1% | -11.5% | -4.0% |
| 30D | -8.3% | +11.3% | -19.6% | -12.7% |
| 3M | -12.2% | -31.6% | +19.4% | +0.1% |
| 6M | +17.1% | -2.7% | +19.8% | +18.8% |
| YTD | +84.7% | -12.9% | +97.5% | +87.3% |
| 1Y | +199.9% | +36.2% | +163.7% | +169.1% |
| All | +199.9% | +42.5% | +157.4% | +169.1% |
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 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