-14.4%
CLF vs LUMN
+385.3%
-399.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | -3.5% | +2.5% | -6.0% | -3.8% |
| 30D | -1.6% | +10.3% | -11.9% | -2.8% |
| 3M | -12.0% | -18.3% | +6.2% | -10.2% |
| 6M | +30.0% | +4.4% | +25.6% | +28.8% |
| YTD | -9.2% | -10.7% | +1.5% | -9.3% |
| 1Y | +2.3% | +14.0% | -11.7% | -1.1% |
| 3Y | -14.4% | +406.6% | -421.0% | -31.3% |
| All | -14.4% | +385.3% | -399.7% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling