+121.6%
URI vs LUMN
+385.3%
-263.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -2.1% | +2.5% | -4.6% | -2.2% |
| 30D | -12.4% | +10.3% | -22.7% | -13.1% |
| 3M | -7.3% | -18.3% | +11.0% | -6.0% |
| 6M | +27.2% | +4.4% | +22.8% | +25.9% |
| YTD | +23.0% | -10.7% | +33.6% | +22.3% |
| 1Y | +3.9% | +14.0% | -10.0% | +0.4% |
| 3Y | +121.6% | +406.6% | -284.9% | +72.2% |
| All | +121.6% | +385.3% | -263.7% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling