+421.5%
CORZ vs LUMN
+399.3%
+22.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.8% |
| 7D | +0.3% | +2.5% | -2.2% | -0.5% |
| 30D | -14.0% | +10.3% | -24.4% | -16.4% |
| 3M | -34.1% | -18.3% | -15.8% | -30.6% |
| 6M | +8.5% | +4.4% | +4.1% | +7.4% |
| YTD | +23.2% | -10.7% | +33.9% | +25.2% |
| 1Y | +15.4% | +14.0% | +1.4% | +9.8% |
| All | +421.5% | +399.3% | +22.2% | +256.2% |
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