+38.3%
CAPR vs LUMN
-62.6%
+100.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.0% | +7.4% | +2.9% |
| 7D | +29.7% | -16.9% | +46.6% | +43.3% |
| 30D | +11.0% | -32.7% | +43.6% | +39.1% |
| 3M | +118.8% | -34.5% | +153.4% | +178.6% |
| 6M | -73.9% | -56.9% | -17.0% | -59.2% |
| YTD | -70.2% | -48.8% | -21.4% | -68.3% |
| 1Y | +38.3% | -63.4% | +101.6% | +257.4% |
| All | +38.3% | -62.6% | +100.9% | +257.4% |
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