+97.0%
USB vs LUMN
+376.2%
-279.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.8% | -1.4% | -0.3% | -1.7% |
| 30D | -2.9% | +6.7% | -9.7% | -3.5% |
| 3M | +10.8% | -17.6% | +28.4% | +12.1% |
| 6M | +22.4% | +1.6% | +20.8% | +21.3% |
| YTD | +19.2% | -12.4% | +31.5% | +18.6% |
| 1Y | +31.9% | +10.9% | +21.0% | +27.6% |
| All | +97.0% | +376.2% | -279.2% | +48.6% |
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