+15,091.2%
TER vs LUMN
+156.1%
+14,935.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | +6.4% | +2.5% | +3.8% | +5.7% |
| 30D | -5.7% | +10.3% | -16.0% | -8.2% |
| 3M | -0.4% | -18.3% | +17.9% | +5.2% |
| 6M | +25.8% | +4.4% | +21.5% | +24.5% |
| YTD | +96.4% | -10.7% | +107.1% | +98.2% |
| 1Y | +229.2% | +14.0% | +215.3% | +208.9% |
| 3Y | +288.1% | +406.6% | -118.5% | +66.7% |
| 5Y | +219.9% | -36.8% | +256.7% | +168.9% |
| 10Y | +1,875.0% | -56.2% | +1,931.2% | +1,481.9% |
| All | +15,091.2% | +156.1% | +14,935.0% | +5,516.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling