+43.1%
COF vs LUMN
-37.8%
+81.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -5.1% | +2.5% | -7.7% | -5.4% |
| 30D | -6.0% | +10.3% | -16.4% | -7.2% |
| 3M | +14.8% | -18.3% | +33.1% | +17.1% |
| 6M | +15.3% | +4.4% | +11.0% | +13.5% |
| YTD | -13.0% | -10.7% | -2.4% | -13.7% |
| 1Y | -5.7% | +14.0% | -19.7% | -10.5% |
| 3Y | +118.1% | +406.6% | -288.4% | +46.9% |
| All | +43.1% | -37.8% | +81.0% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling