+34.1%
TER vs LUMN
-58.0%
+92.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.9% | -0.9% | -4.5% |
| 7D | -19.9% | -6.9% | -13.0% | -17.7% |
| 30D | -43.5% | -20.5% | -23.1% | -38.6% |
| 3M | -37.8% | -33.4% | -4.4% | -28.3% |
| 6M | -25.6% | -52.1% | +26.5% | -3.2% |
| YTD | +29.8% | -42.5% | +72.3% | +52.5% |
| All | +34.1% | -58.0% | +92.1% | +76.2% |
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