+7,458.2%
CI vs LUMN
+156.1%
+7,302.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -0.1% | +2.5% | -2.6% | -0.4% |
| 30D | +1.8% | +10.3% | -8.6% | +0.1% |
| 3M | -4.2% | -18.3% | +14.0% | -2.0% |
| 6M | +8.8% | +4.4% | +4.5% | +6.0% |
| YTD | +3.7% | -10.7% | +14.4% | +2.0% |
| 1Y | -6.1% | +14.0% | -20.1% | -12.8% |
| 3Y | +4.5% | +406.6% | -402.1% | -43.5% |
| 5Y | +50.5% | -36.8% | +87.3% | +31.2% |
| 10Y | +143.2% | -56.2% | +199.4% | +108.8% |
| All | +7,458.2% | +156.1% | +7,302.1% | +3,918.8% |
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