+38.2%
USB vs LUMN
-37.8%
+76.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | -3.4% | +10.3% | -13.7% | -4.3% |
| 3M | +10.0% | -18.3% | +28.2% | +11.7% |
| 6M | +22.6% | +4.4% | +18.2% | +20.9% |
| YTD | +20.0% | -10.7% | +30.7% | +19.0% |
| 1Y | +32.5% | +14.0% | +18.5% | +26.7% |
| 3Y | +98.3% | +406.6% | -308.2% | +38.3% |
| All | +38.2% | -37.8% | +76.1% | +46.3% |
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