+159.4%
CCJ vs LUMN
+385.3%
-225.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -4.0% | +2.5% | -6.5% | -4.3% |
| 30D | -2.4% | +10.3% | -12.7% | -3.4% |
| 3M | -2.3% | -18.3% | +15.9% | -0.8% |
| 6M | -16.2% | +4.4% | -20.6% | -16.6% |
| YTD | +5.7% | -10.7% | +16.4% | +5.9% |
| 1Y | +21.3% | +14.0% | +7.3% | +19.3% |
| 3Y | +159.4% | +406.6% | -247.2% | +152.2% |
| All | +159.4% | +385.3% | -225.9% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling