+40.9%
CBOE vs LUMN
-63.6%
+104.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +5.3% | -18.2% | +23.5% | +4.4% |
| 30D | +25.5% | -32.5% | +58.0% | +23.3% |
| 3M | +22.5% | -32.4% | +54.9% | +20.6% |
| 6M | +2.6% | -59.3% | +61.9% | -0.2% |
| YTD | +41.8% | -48.6% | +90.4% | +40.0% |
| 1Y | +40.9% | -63.5% | +104.4% | +37.8% |
| All | +40.9% | -63.6% | +104.5% | +37.8% |
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