+14.7%
COST vs LUMN
-63.6%
+78.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +4.1% | -18.2% | +22.3% | +3.8% |
| 30D | +12.0% | -32.5% | +44.5% | +11.6% |
| 3M | +11.2% | -32.4% | +43.5% | +10.8% |
| 6M | +6.1% | -59.3% | +65.5% | +6.4% |
| YTD | +22.9% | -48.6% | +71.5% | +21.0% |
| 1Y | +14.7% | -63.5% | +78.3% | +16.0% |
| All | +14.7% | -63.6% | +78.3% | +16.0% |
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