+3,860.6%
CLS vs LUMN
-37.8%
+3,898.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.6% | +6.3% |
| 7D | +10.9% | +2.5% | +8.4% | +10.6% |
| 30D | +2.1% | +10.3% | -8.2% | +0.7% |
| 3M | -10.2% | -18.3% | +8.1% | -7.9% |
| 6M | +30.4% | +4.4% | +26.0% | +30.0% |
| YTD | +17.2% | -10.7% | +27.9% | +18.0% |
| 1Y | +41.0% | +14.0% | +27.1% | +37.7% |
| 3Y | +1,338.0% | +406.6% | +931.4% | +1,080.2% |
| All | +3,860.6% | -37.8% | +3,898.4% | +5,127.2% |
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