-4.4%
CLX vs LUMN
-55.8%
+51.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -5.7% | +2.5% | -8.2% | -5.8% |
| 30D | -17.0% | +10.3% | -27.4% | -17.3% |
| 3M | -9.7% | -18.3% | +8.6% | -9.2% |
| 6M | -19.8% | +4.4% | -24.2% | -20.3% |
| YTD | -9.8% | -10.7% | +0.8% | -10.2% |
| 1Y | -26.2% | +14.0% | -40.1% | -27.6% |
| 3Y | -36.2% | +406.6% | -442.8% | -46.0% |
| 5Y | -38.3% | -36.8% | -1.5% | -37.7% |
| All | -4.4% | -55.8% | +51.4% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling