+274.2%
CME vs LUMN
-55.8%
+330.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -1.6% | +2.5% | -4.1% | -1.7% |
| 30D | +5.6% | +10.3% | -4.7% | +5.2% |
| 3M | +5.6% | -18.3% | +23.8% | +6.1% |
| 6M | -8.3% | +4.4% | -12.6% | -8.8% |
| YTD | +4.3% | -10.7% | +15.0% | +3.9% |
| 1Y | +9.1% | +14.0% | -4.9% | +7.0% |
| 3Y | +52.1% | +406.6% | -354.5% | +25.8% |
| 5Y | +79.7% | -36.8% | +116.5% | +85.1% |
| All | +274.2% | -55.8% | +330.1% | +257.2% |
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