+151.5%
CAKE vs LUMN
-55.8%
+207.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | -4.5% | +2.5% | -7.0% | -4.9% |
| 30D | -12.4% | +10.3% | -22.8% | -13.8% |
| 3M | +37.3% | -18.3% | +55.6% | +40.5% |
| 6M | +70.7% | +4.4% | +66.4% | +66.8% |
| YTD | +106.0% | -10.7% | +116.7% | +102.5% |
| 1Y | +79.7% | +14.0% | +65.7% | +65.9% |
| 3Y | +267.8% | +406.6% | -138.8% | +91.5% |
| 5Y | +159.9% | -36.8% | +196.7% | +161.8% |
| All | +151.5% | -55.8% | +207.3% | +132.6% |
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