+183.7%
COPX vs LUMN
-47.3%
+231.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -2.3% | +2.5% | -4.9% | -2.7% |
| 30D | +0.3% | +10.3% | -10.1% | -1.4% |
| 3M | +6.8% | -18.3% | +25.1% | +9.5% |
| 6M | +7.9% | +4.4% | +3.6% | +6.5% |
| YTD | +23.7% | -10.7% | +34.4% | +23.3% |
| 1Y | +71.5% | +14.0% | +57.6% | +62.7% |
| 3Y | +149.1% | +406.6% | -257.5% | +42.9% |
| 5Y | +167.3% | -36.8% | +204.1% | +163.7% |
| 10Y | +568.5% | -56.2% | +624.7% | +551.1% |
| All | +183.7% | -47.3% | +231.0% | +58.1% |
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