+28.0%
CNH vs LUMN
+42.5%
-14.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.1% | +4.2% |
| 7D | +23.3% | +12.1% | +11.2% | +22.3% |
| 30D | +33.5% | +11.3% | +22.1% | +32.3% |
| 3M | +32.7% | -31.6% | +64.3% | +35.9% |
| 6M | +22.2% | -2.7% | +24.9% | +21.8% |
| YTD | +57.7% | -12.9% | +70.6% | +55.8% |
| 1Y | +28.0% | +36.2% | -8.2% | +23.7% |
| All | +28.0% | +42.5% | -14.5% | +23.7% |
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