+16,954.4%
COR vs LUMN
+84.7%
+16,869.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -2.8% | +2.5% | -5.3% | -3.1% |
| 30D | +2.6% | +10.3% | -7.8% | +1.5% |
| 3M | +14.5% | -18.3% | +32.7% | +16.1% |
| 6M | -7.8% | +4.4% | -12.2% | -9.6% |
| YTD | -4.2% | -10.7% | +6.5% | -5.3% |
| 1Y | +7.0% | +14.0% | -6.9% | +1.8% |
| 3Y | +85.5% | +406.6% | -321.0% | +23.2% |
| 5Y | +181.2% | -36.8% | +218.0% | +163.9% |
| 10Y | +404.7% | -56.2% | +460.9% | +369.1% |
| All | +16,954.4% | +84.7% | +16,869.6% | +11,951.8% |
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