+5,555.9%
COF vs LUMN
+82.0%
+5,473.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -5.1% | +2.5% | -7.7% | -5.8% |
| 30D | -6.0% | +10.3% | -16.4% | -8.7% |
| 3M | +14.8% | -18.3% | +33.1% | +19.9% |
| 6M | +15.3% | +4.4% | +11.0% | +10.6% |
| YTD | -13.0% | -10.7% | -2.4% | -15.2% |
| 1Y | -5.7% | +14.0% | -19.7% | -17.4% |
| 3Y | +118.1% | +406.6% | -288.4% | -24.3% |
| 5Y | +46.2% | -36.8% | +83.0% | +14.5% |
| 10Y | +246.1% | -56.2% | +302.2% | +167.1% |
| All | +5,555.9% | +82.0% | +5,473.9% | +2,339.9% |
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