+64.4%
UL vs LUMN
-55.8%
+120.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -3.4% | +2.5% | -5.9% | -3.5% |
| 30D | +0.5% | +10.3% | -9.8% | +0.1% |
| 3M | +7.2% | -18.3% | +25.5% | +7.9% |
| 6M | -3.1% | +4.4% | -7.4% | -3.6% |
| YTD | -2.7% | -10.7% | +8.0% | -3.0% |
| 1Y | -10.2% | +14.0% | -24.2% | -11.9% |
| 3Y | +20.3% | +406.6% | -386.3% | 0.0% |
| 5Y | +19.9% | -36.8% | +56.7% | +22.1% |
| All | +64.4% | -55.8% | +120.2% | +57.9% |
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