+154.0%
CNH vs LUMN
-55.8%
+209.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -5.7% | +2.5% | -8.2% | -6.0% |
| 30D | +26.6% | +10.3% | +16.2% | +25.1% |
| 3M | +31.1% | -18.3% | +49.3% | +33.8% |
| 6M | +24.9% | +4.4% | +20.5% | +23.0% |
| YTD | +48.7% | -10.7% | +59.4% | +47.5% |
| 1Y | +22.2% | +14.0% | +8.2% | +16.2% |
| 3Y | +7.4% | +406.6% | -399.1% | -31.2% |
| 5Y | +10.8% | -36.8% | +47.6% | +10.4% |
| All | +154.0% | -55.8% | +209.8% | +131.4% |
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 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