+14.9%
CART vs LUMN
+42.5%
-27.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -1.2% |
| 7D | +1.0% | +12.1% | -11.0% | +0.9% |
| 30D | +12.6% | +11.3% | +1.3% | +12.5% |
| 3M | +23.1% | -31.6% | +54.7% | +22.9% |
| 6M | +39.5% | -2.7% | +42.3% | +39.5% |
| YTD | +13.5% | -12.9% | +26.4% | +13.1% |
| 1Y | +14.9% | +36.2% | -21.4% | +3.2% |
| All | +14.9% | +42.5% | -27.7% | +3.2% |
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