+3,596.5%
CLS vs LUMN
-21.5%
+3,618.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.6% | +6.1% |
| 7D | +10.9% | +2.5% | +8.4% | +10.3% |
| 30D | +2.1% | +10.3% | -8.2% | -0.5% |
| 3M | -10.2% | -18.3% | +8.1% | -5.9% |
| 6M | +30.4% | +4.4% | +26.0% | +28.7% |
| YTD | +17.2% | -10.7% | +27.9% | +17.7% |
| 1Y | +41.0% | +14.0% | +27.1% | +31.4% |
| 3Y | +1,338.0% | +406.6% | +931.4% | +575.0% |
| 5Y | +3,860.6% | -36.8% | +3,897.4% | +3,470.7% |
| 10Y | +3,160.1% | -56.2% | +3,216.3% | +2,780.4% |
| All | +3,596.5% | -21.5% | +3,618.0% | +1,600.3% |
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 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