+4,534.0%
CNC vs LUMN
-28.4%
+4,562.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -0.9% | +2.5% | -3.4% | -1.2% |
| 30D | -1.0% | +10.3% | -11.3% | -2.2% |
| 3M | +4.5% | -18.3% | +22.8% | +6.5% |
| 6M | +85.2% | +4.4% | +80.9% | +81.8% |
| YTD | +61.4% | -10.7% | +72.1% | +59.3% |
| 1Y | +94.9% | +14.0% | +80.9% | +83.8% |
| 3Y | 0.0% | +406.6% | -406.6% | -40.0% |
| 5Y | +11.2% | -36.8% | +48.0% | +4.2% |
| 10Y | +98.7% | -56.2% | +154.9% | +83.0% |
| All | +4,534.0% | -28.4% | +4,562.4% | +3,119.4% |
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