+26.4%
CL vs LUMN
-37.8%
+64.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | -2.2% | +2.5% | -4.7% | -2.2% |
| 30D | -6.0% | +10.3% | -16.3% | -6.0% |
| 3M | -2.3% | -18.3% | +15.9% | -2.2% |
| 6M | -2.0% | +4.4% | -6.3% | -2.1% |
| YTD | +11.8% | -10.7% | +22.5% | +11.8% |
| 1Y | +5.8% | +14.0% | -8.1% | +5.0% |
| 3Y | +25.9% | +406.6% | -380.6% | +13.9% |
| All | +26.4% | -37.8% | +64.2% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling