+116.0%
CMS vs LUMN
-55.8%
+171.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -1.9% | +2.5% | -4.4% | -2.0% |
| 30D | -4.1% | +10.3% | -14.4% | -4.6% |
| 3M | -7.1% | -18.3% | +11.2% | -6.3% |
| 6M | -10.1% | +4.4% | -14.4% | -10.8% |
| YTD | -1.7% | -10.7% | +9.0% | -2.2% |
| 1Y | -3.4% | +14.0% | -17.3% | -6.0% |
| 3Y | +31.6% | +406.6% | -375.0% | +3.5% |
| 5Y | +23.3% | -36.8% | +60.1% | +22.4% |
| All | +116.0% | -55.8% | +171.9% | +99.8% |
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