+332.6%
CAT vs LUMN
-37.8%
+370.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +0.6% | +2.5% | -1.9% | +0.3% |
| 30D | -4.3% | +10.3% | -14.7% | -5.4% |
| 3M | -8.6% | -18.3% | +9.6% | -6.8% |
| 6M | +16.1% | +4.4% | +11.8% | +14.9% |
| YTD | +43.8% | -10.7% | +54.4% | +43.5% |
| 1Y | +91.5% | +14.0% | +77.5% | +85.6% |
| 3Y | +202.7% | +406.6% | -203.9% | +125.1% |
| All | +332.6% | -37.8% | +370.5% | +382.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling