+24.8%
USAR vs LUMN
+42.5%
-17.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.1% |
| 7D | -2.1% | +12.1% | -14.2% | -5.1% |
| 30D | +2.6% | +11.3% | -8.7% | -0.3% |
| 3M | -35.0% | -31.6% | -3.4% | -29.5% |
| 6M | -6.9% | -2.7% | -4.1% | -3.1% |
| YTD | +48.0% | -12.9% | +60.9% | +53.3% |
| 1Y | +24.8% | +36.2% | -11.4% | +28.0% |
| All | +24.8% | +42.5% | -17.7% | +28.0% |
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