+668.8%
CLF vs LUMN
+156.1%
+512.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | -3.5% | +2.5% | -6.0% | -4.1% |
| 30D | -1.6% | +10.3% | -11.9% | -4.2% |
| 3M | -12.0% | -18.3% | +6.2% | -8.3% |
| 6M | +30.0% | +4.4% | +25.6% | +26.3% |
| YTD | -9.2% | -10.7% | +1.5% | -10.4% |
| 1Y | +2.3% | +14.0% | -11.7% | -7.4% |
| 3Y | -14.4% | +406.6% | -421.0% | -64.6% |
| 5Y | -48.3% | -36.8% | -11.5% | -57.7% |
| 10Y | +127.0% | -56.2% | +183.2% | +85.2% |
| All | +668.8% | +156.1% | +512.7% | +346.0% |
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