+91.5%
CAT vs LUMN
+11.9%
+79.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.3% |
| 7D | +0.6% | +2.5% | -1.9% | +0.1% |
| 30D | -4.3% | +10.3% | -14.7% | -6.4% |
| 3M | -8.6% | -18.3% | +9.6% | -5.4% |
| 6M | +16.1% | +4.4% | +11.8% | +13.9% |
| YTD | +43.8% | -10.7% | +54.4% | +42.4% |
| 1Y | +91.5% | +14.0% | +77.5% | +86.7% |
| All | +91.5% | +11.9% | +79.5% | +86.7% |
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