-1.9%
CAT vs LUMN
-62.6%
+60.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.0% | +4.6% | -4.0% |
| 7D | -14.5% | -16.9% | +2.4% | -11.1% |
| 30D | -35.7% | -32.7% | -3.1% | -30.4% |
| 3M | -36.3% | -34.5% | -1.8% | -31.0% |
| 6M | -38.5% | -56.9% | +18.3% | -27.9% |
| YTD | -2.5% | -48.8% | +46.2% | +7.5% |
| 1Y | -1.9% | -63.4% | +61.5% | +13.0% |
| All | -1.9% | -62.6% | +60.7% | +13.0% |
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