+5,818.9%
CDNS vs LUMN
+156.1%
+5,662.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.2% |
| 7D | -1.1% | +2.5% | -3.6% | -1.6% |
| 30D | -10.4% | +10.3% | -20.8% | -12.3% |
| 3M | -24.6% | -18.3% | -6.3% | -22.2% |
| 6M | -1.6% | +4.4% | -6.0% | -4.1% |
| YTD | -7.4% | -10.7% | +3.3% | -8.5% |
| 1Y | -18.4% | +14.0% | -32.4% | -24.7% |
| 3Y | +19.0% | +406.6% | -387.6% | -39.7% |
| 5Y | +73.4% | -36.8% | +110.2% | +49.8% |
| 10Y | +1,055.6% | -56.2% | +1,111.8% | +847.6% |
| All | +5,818.9% | +156.1% | +5,662.8% | +2,009.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling