+164.7%
COPX vs LUMN
-37.8%
+202.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -2.3% | +2.5% | -4.9% | -2.5% |
| 30D | +0.3% | +10.3% | -10.1% | -0.6% |
| 3M | +6.8% | -18.3% | +25.1% | +8.2% |
| 6M | +7.9% | +4.4% | +3.6% | +7.5% |
| YTD | +23.7% | -10.7% | +34.4% | +23.7% |
| 1Y | +71.5% | +14.0% | +57.6% | +68.2% |
| 3Y | +149.1% | +406.6% | -257.5% | +101.2% |
| All | +164.7% | -37.8% | +202.5% | +200.7% |
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 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