+124.6%
CLF vs LUMN
-55.8%
+180.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -3.5% | +2.5% | -6.0% | -4.0% |
| 30D | -1.6% | +10.3% | -11.9% | -3.4% |
| 3M | -12.0% | -18.3% | +6.2% | -9.3% |
| 6M | +30.0% | +4.4% | +25.6% | +27.7% |
| YTD | -9.2% | -10.7% | +1.5% | -9.7% |
| 1Y | +2.3% | +14.0% | -11.7% | -4.0% |
| 3Y | -14.4% | +406.6% | -421.0% | -52.2% |
| 5Y | -48.3% | -36.8% | -11.5% | -47.5% |
| All | +124.6% | -55.8% | +180.4% | +93.7% |
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 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