-3.8%
CLX vs LUMN
-62.6%
+58.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.0% | +11.5% | +0.2% |
| 7D | +12.4% | -16.9% | +29.3% | +11.9% |
| 30D | +21.1% | -32.7% | +53.8% | +19.9% |
| 3M | -3.3% | -34.5% | +31.2% | -4.2% |
| 6M | +18.8% | -56.9% | +75.7% | +16.3% |
| YTD | +3.9% | -48.8% | +52.7% | +0.9% |
| 1Y | -3.8% | -63.4% | +59.5% | -6.9% |
| All | -3.8% | -62.6% | +58.8% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling