+92.8%
UMC vs LUMN
-63.6%
+156.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | -17.0% | -18.2% | +1.3% | -12.5% |
| 30D | -40.6% | -32.5% | -8.1% | -34.7% |
| 3M | -27.9% | -32.4% | +4.5% | -21.4% |
| 6M | -7.5% | -59.3% | +51.9% | +11.5% |
| YTD | +79.3% | -48.6% | +128.0% | +110.3% |
| 1Y | +92.8% | -63.5% | +156.3% | +135.0% |
| All | +92.8% | -63.6% | +156.4% | +135.0% |
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 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