-98.1%
CAPR vs LUMN
-48.2%
-50.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -11.0% | +2.5% | -13.5% | -11.3% |
| 30D | +99.8% | +10.3% | +89.4% | +97.4% |
| 3M | -66.6% | -18.3% | -48.3% | -65.6% |
| 6M | -75.1% | +4.4% | -79.4% | -75.4% |
| YTD | -71.0% | -10.7% | -60.3% | -71.1% |
| 1Y | +30.0% | +14.0% | +16.0% | +26.1% |
| 3Y | +29.0% | +406.6% | -377.6% | -14.0% |
| 5Y | +70.8% | -36.8% | +107.6% | +64.1% |
| 10Y | -78.0% | -56.2% | -21.8% | -80.3% |
| All | -98.1% | -48.2% | -50.0% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling