+31.4%
CORZ vs LUMN
+42.5%
-11.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.8% |
| 7D | +8.4% | +12.1% | -3.7% | +3.0% |
| 30D | -17.8% | +11.3% | -29.2% | -22.2% |
| 3M | -35.9% | -31.6% | -4.3% | -25.5% |
| 6M | +12.9% | -2.7% | +15.7% | +13.9% |
| YTD | +22.9% | -12.9% | +35.7% | +25.7% |
| 1Y | +31.4% | +36.2% | -4.9% | +16.6% |
| All | +31.4% | +42.5% | -11.2% | +16.6% |
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