+142.1%
CI vs LUMN
-55.8%
+198.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -0.1% | +2.5% | -2.6% | -0.2% |
| 30D | +1.8% | +10.3% | -8.6% | +1.1% |
| 3M | -4.2% | -18.3% | +14.0% | -3.3% |
| 6M | +8.8% | +4.4% | +4.5% | +7.6% |
| YTD | +3.7% | -10.7% | +14.4% | +3.0% |
| 1Y | -6.1% | +14.0% | -20.1% | -8.9% |
| 3Y | +4.5% | +406.6% | -402.1% | -21.7% |
| 5Y | +50.5% | -36.8% | +87.3% | +59.9% |
| All | +142.1% | -55.8% | +198.0% | +142.2% |
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