+2,889.2%
V vs LUMN
-32.5%
+2,921.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | +3.1% | +10.3% | -7.3% | +1.9% |
| 3M | +16.3% | -18.3% | +34.6% | +18.2% |
| 6M | +20.4% | +4.4% | +16.0% | +18.1% |
| YTD | +6.3% | -10.7% | +16.9% | +4.9% |
| 1Y | +8.7% | +14.0% | -5.2% | +2.7% |
| 3Y | +53.3% | +406.6% | -353.3% | -2.3% |
| 5Y | +71.1% | -36.8% | +107.9% | +66.2% |
| 10Y | +388.8% | -56.2% | +445.0% | +365.8% |
| All | +2,889.2% | -32.5% | +2,921.7% | +2,062.6% |
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 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