+8,367.4%
USB vs LUMN
+156.1%
+8,211.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -0.8% | +2.5% | -3.3% | -1.3% |
| 30D | -3.4% | +10.3% | -13.7% | -5.4% |
| 3M | +10.0% | -18.3% | +28.2% | +13.4% |
| 6M | +22.6% | +4.4% | +18.2% | +18.8% |
| YTD | +20.0% | -10.7% | +30.7% | +17.6% |
| 1Y | +32.5% | +14.0% | +18.5% | +20.3% |
| 3Y | +98.3% | +406.6% | -308.2% | -4.5% |
| 5Y | +41.0% | -36.8% | +77.8% | +16.0% |
| 10Y | +109.1% | -56.2% | +165.3% | +71.3% |
| All | +8,367.4% | +156.1% | +8,211.3% | +4,420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling