+125.4%
CHD vs LUMN
-55.8%
+181.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -4.5% | +2.5% | -7.0% | -4.5% |
| 30D | -6.7% | +10.3% | -17.1% | -7.0% |
| 3M | -2.7% | -18.3% | +15.5% | -2.3% |
| 6M | -4.9% | +4.4% | -9.3% | -5.4% |
| YTD | +13.3% | -10.7% | +24.0% | +13.0% |
| 1Y | +1.0% | +14.0% | -13.0% | -0.6% |
| 3Y | +1.3% | +406.6% | -405.2% | -13.6% |
| 5Y | +20.8% | -36.8% | +57.6% | +25.7% |
| All | +125.4% | -55.8% | +181.2% | +126.0% |
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