+156.3%
UMAC vs LUMN
+42.5%
+113.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.0% | -1.9% |
| 7D | -0.9% | +12.1% | -13.0% | -7.1% |
| 30D | -7.7% | +11.3% | -19.0% | -12.4% |
| 3M | -26.4% | -31.6% | +5.2% | -10.7% |
| 6M | +61.9% | -2.7% | +64.6% | +67.7% |
| YTD | +86.5% | -12.9% | +99.4% | +100.3% |
| 1Y | +156.3% | +36.2% | +120.1% | +163.4% |
| All | +156.3% | +42.5% | +113.8% | +163.4% |
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