+7.4%
CNH vs LUMN
+385.3%
-377.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -5.7% | +2.5% | -8.2% | -5.8% |
| 30D | +26.6% | +10.3% | +16.2% | +25.8% |
| 3M | +31.1% | -18.3% | +49.3% | +32.5% |
| 6M | +24.9% | +4.4% | +20.5% | +24.0% |
| YTD | +48.7% | -10.7% | +59.4% | +48.1% |
| 1Y | +22.2% | +14.0% | +8.2% | +19.3% |
| 3Y | +7.4% | +406.6% | -399.1% | -11.3% |
| All | +7.4% | +385.3% | -377.9% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling