+421.5%
CARR vs LUMN
-14.3%
+435.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -3.8% | +2.5% | -6.3% | -4.0% |
| 30D | -8.9% | +10.3% | -19.2% | -9.7% |
| 3M | -17.3% | -18.3% | +0.9% | -16.1% |
| 6M | -1.4% | +4.4% | -5.8% | -2.4% |
| YTD | +10.0% | -10.7% | +20.7% | +9.3% |
| 1Y | -6.4% | +14.0% | -20.3% | -9.6% |
| 3Y | +1.5% | +406.6% | -405.0% | -23.5% |
| 5Y | +9.3% | -36.8% | +46.1% | +18.1% |
| All | +421.5% | -14.3% | +435.8% | +375.6% |
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 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