+305.2%
CG vs LUMN
-55.8%
+361.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | -9.9% | +2.5% | -12.4% | -10.2% |
| 30D | -11.7% | +10.3% | -22.0% | -13.0% |
| 3M | -4.3% | -18.3% | +14.0% | -2.1% |
| 6M | -8.8% | +4.4% | -13.1% | -10.5% |
| YTD | -26.9% | -10.7% | -16.2% | -27.4% |
| 1Y | -35.4% | +14.0% | -49.4% | -39.2% |
| 3Y | +43.0% | +406.6% | -363.5% | -11.3% |
| 5Y | +1.9% | -36.8% | +38.7% | -2.0% |
| All | +305.2% | -55.8% | +361.0% | +270.0% |
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