+7.2%
CLF vs LUMN
-62.6%
+69.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -11.0% | -1.3% | -10.3% |
| 7D | -21.0% | -16.9% | -4.1% | -18.3% |
| 30D | -8.0% | -32.7% | +24.7% | -2.0% |
| 3M | -10.9% | -34.5% | +23.6% | -5.0% |
| 6M | +5.8% | -56.9% | +62.7% | +21.7% |
| YTD | -15.1% | -48.8% | +33.6% | -7.3% |
| 1Y | +7.2% | -63.4% | +70.6% | +19.7% |
| All | +7.2% | -62.6% | +69.9% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling