-39.7%
CAG vs LUMN
+385.3%
-425.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -5.7% | +2.5% | -8.2% | -5.7% |
| 30D | -2.4% | +10.3% | -12.7% | -2.3% |
| 3M | +9.8% | -18.3% | +28.0% | +9.7% |
| 6M | -10.8% | +4.4% | -15.2% | -10.8% |
| YTD | -10.8% | -10.7% | -0.1% | -10.9% |
| 1Y | -19.0% | +14.0% | -32.9% | -19.1% |
| 3Y | -39.7% | +406.6% | -446.3% | -42.3% |
| All | -39.7% | +385.3% | -425.0% | -42.3% |
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 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