+290.5%
CDW vs LUMN
-55.0%
+345.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -0.4% | +3.8% | -4.3% | -0.8% |
| 30D | +9.3% | +4.6% | +4.7% | +8.8% |
| 3M | +15.3% | -17.2% | +32.5% | +17.0% |
| 6M | +32.0% | +5.9% | +26.1% | +29.9% |
| YTD | +13.1% | -9.5% | +22.7% | +11.8% |
| 1Y | -5.8% | +16.2% | -22.0% | -10.2% |
| 3Y | -24.4% | +384.8% | -409.2% | -46.9% |
| 5Y | -16.0% | -38.7% | +22.7% | -13.8% |
| 10Y | +290.5% | -54.9% | +345.5% | +262.5% |
| All | +290.5% | -55.0% | +345.5% | +262.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling