+58.2%
CAPR vs LUMN
+42.5%
+15.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.2% |
| 7D | -2.0% | +12.1% | -14.1% | -6.9% |
| 30D | +139.2% | +11.3% | +127.8% | +129.0% |
| 3M | -66.4% | -31.6% | -34.8% | -61.2% |
| 6M | -63.1% | -2.7% | -60.4% | -64.4% |
| YTD | -67.4% | -12.9% | -54.6% | -68.5% |
| 1Y | +58.2% | +36.2% | +22.0% | +114.0% |
| All | +58.2% | +42.5% | +15.7% | +114.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling