+1,851.9%
TER vs LUMN
-55.8%
+1,907.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | +6.4% | +2.5% | +3.8% | +5.9% |
| 30D | -5.7% | +10.3% | -16.0% | -7.2% |
| 3M | -0.4% | -18.3% | +17.9% | +2.8% |
| 6M | +25.8% | +4.4% | +21.5% | +25.5% |
| YTD | +96.4% | -10.7% | +107.1% | +98.1% |
| 1Y | +229.2% | +14.0% | +215.3% | +221.3% |
| 3Y | +288.1% | +406.6% | -118.5% | +171.4% |
| 5Y | +219.9% | -36.8% | +256.7% | +229.3% |
| All | +1,851.9% | -55.8% | +1,907.7% | +1,753.8% |
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 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