+872.2%
CDW vs LUMN
-56.6%
+928.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.9% | +5.9% | +7.7% |
| 7D | +0.9% | +2.5% | -1.6% | +0.7% |
| 30D | +13.1% | +10.3% | +2.7% | +11.9% |
| 3M | +19.7% | -18.3% | +37.9% | +21.8% |
| 6M | +30.7% | +4.4% | +26.4% | +28.7% |
| YTD | +14.7% | -10.7% | +25.4% | +13.4% |
| 1Y | -5.3% | +14.0% | -19.3% | -9.9% |
| 3Y | -23.8% | +406.6% | -430.4% | -48.4% |
| 5Y | -16.8% | -36.8% | +20.0% | -16.7% |
| 10Y | +299.0% | -56.2% | +355.2% | +284.3% |
| All | +872.2% | -56.6% | +928.8% | +783.3% |
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