-4.6%
CARR vs LUMN
+42.5%
-47.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | +1.6% | +12.1% | -10.5% | +0.8% |
| 30D | -8.7% | +11.3% | -20.1% | -9.4% |
| 3M | -12.6% | -31.6% | +19.0% | -10.9% |
| 6M | -1.5% | -2.7% | +1.2% | -1.5% |
| YTD | +14.3% | -12.9% | +27.2% | +13.6% |
| 1Y | -4.6% | +36.2% | -40.8% | -3.5% |
| All | -4.6% | +42.5% | -47.1% | -3.5% |
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