+29.0%
CAPR vs LUMN
+385.3%
-356.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -11.0% | +2.5% | -13.5% | -11.2% |
| 30D | +99.8% | +10.3% | +89.4% | +97.8% |
| 3M | -66.6% | -18.3% | -48.3% | -65.9% |
| 6M | -75.1% | +4.4% | -79.4% | -75.3% |
| YTD | -71.0% | -10.7% | -60.3% | -71.1% |
| 1Y | +30.0% | +14.0% | +16.0% | +29.9% |
| 3Y | +29.0% | +406.6% | -377.6% | +2.9% |
| All | +29.0% | +385.3% | -356.3% | +2.9% |
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