-35.7%
U vs LUMN
-25.3%
-10.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.2% |
| 7D | +5.5% | +2.5% | +3.0% | +5.1% |
| 30D | -1.3% | +10.3% | -11.6% | -3.0% |
| 3M | +64.6% | -18.3% | +82.8% | +68.7% |
| 6M | +119.4% | +4.4% | +115.0% | +115.5% |
| YTD | -0.5% | -10.7% | +10.2% | -1.0% |
| 1Y | +1.3% | +14.0% | -12.7% | -3.6% |
| 3Y | +15.6% | +406.6% | -390.9% | -28.7% |
| 5Y | -67.5% | -36.8% | -30.7% | -67.2% |
| All | -35.7% | -25.3% | -10.4% | -20.8% |
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 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