+287.5%
CAH vs LUMN
-55.8%
+343.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -5.1% | +2.5% | -7.6% | -5.3% |
| 30D | +0.2% | +10.3% | -10.2% | -0.6% |
| 3M | +6.3% | -18.3% | +24.6% | +7.6% |
| 6M | +9.4% | +4.4% | +5.0% | +8.1% |
| YTD | +15.0% | -10.7% | +25.6% | +14.2% |
| 1Y | +55.4% | +14.0% | +41.5% | +49.5% |
| 3Y | +173.8% | +406.6% | -232.7% | +95.4% |
| 5Y | +395.2% | -36.8% | +432.0% | +424.4% |
| All | +287.5% | -55.8% | +343.3% | +276.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling