+40.2%
CART vs LUMN
+351.0%
-310.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -8.7% | -1.4% | -7.2% | -8.6% |
| 30D | -4.4% | +6.7% | -11.1% | -4.7% |
| 3M | +14.6% | -17.6% | +32.2% | +15.5% |
| 6M | +24.4% | +1.6% | +22.7% | +23.6% |
| YTD | +5.0% | -12.4% | +17.4% | +4.6% |
| 1Y | +0.5% | +10.9% | -10.4% | -2.0% |
| All | +40.2% | +351.0% | -310.8% | +12.6% |
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