-5.5%
CARR vs LUMN
-60.4%
+54.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.5% | +1.1% |
| 7D | -3.3% | -10.6% | +7.2% | -2.6% |
| 30D | -3.6% | -18.2% | +14.6% | -2.3% |
| 3M | -16.3% | -30.8% | +14.4% | -14.2% |
| 6M | -19.6% | -49.1% | +29.5% | -15.8% |
| YTD | +2.5% | -44.4% | +46.9% | +4.5% |
| All | -5.5% | -60.4% | +54.9% | -0.6% |
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 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