+144.1%
UMC vs LUMN
-37.8%
+182.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +2.2% |
| 7D | +9.0% | +2.5% | +6.5% | +8.8% |
| 30D | +17.2% | +10.3% | +6.9% | +16.2% |
| 3M | +11.4% | -18.3% | +29.7% | +13.0% |
| 6M | +137.5% | +4.4% | +133.1% | +137.4% |
| YTD | +193.1% | -10.7% | +203.8% | +194.0% |
| 1Y | +240.3% | +14.0% | +226.3% | +234.6% |
| 3Y | +262.2% | +406.6% | -144.4% | +200.0% |
| All | +144.1% | -37.8% | +182.0% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling