+10.7%
UMAC vs LUMN
-63.6%
+74.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.3% | +10.5% | +10.6% |
| 7D | -23.4% | -18.2% | -5.1% | -12.1% |
| 30D | -45.6% | -32.5% | -13.1% | -30.1% |
| 3M | -50.9% | -32.4% | -18.5% | -37.1% |
| 6M | -16.5% | -59.3% | +42.8% | +43.6% |
| YTD | -6.6% | -48.6% | +42.1% | +41.9% |
| 1Y | +10.7% | -63.5% | +74.2% | +94.3% |
| All | +10.7% | -63.6% | +74.3% | +94.3% |
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