-47.8%
CORZ vs LUMN
-62.6%
+14.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -11.0% | +0.1% | -5.3% |
| 7D | -21.1% | -16.9% | -4.2% | -13.3% |
| 30D | -31.8% | -32.7% | +0.9% | -17.1% |
| 3M | -47.7% | -34.5% | -13.2% | -36.4% |
| 6M | -48.7% | -56.9% | +8.2% | -24.8% |
| YTD | -21.8% | -48.8% | +26.9% | +2.8% |
| 1Y | -47.8% | -63.4% | +15.6% | -25.7% |
| All | -47.8% | -62.6% | +14.8% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling