+579.7%
CF vs LUMN
-55.8%
+635.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | +11.5% | +10.3% | +1.1% | +10.5% |
| 3M | +25.5% | -18.3% | +43.8% | +27.2% |
| 6M | +11.8% | +4.4% | +7.4% | +9.9% |
| YTD | +74.6% | -10.7% | +85.3% | +72.4% |
| 1Y | +57.7% | +14.0% | +43.7% | +50.2% |
| 3Y | +74.2% | +406.6% | -332.4% | +14.5% |
| 5Y | +223.8% | -36.8% | +260.6% | +233.9% |
| All | +579.7% | -55.8% | +635.5% | +532.4% |
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