+68.5%
COST vs LUMN
+385.3%
-316.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -1.2% | +2.5% | -3.7% | -1.2% |
| 30D | -4.7% | +10.3% | -15.1% | -4.9% |
| 3M | -7.1% | -18.3% | +11.1% | -6.9% |
| 6M | -8.5% | +4.4% | -12.9% | -8.9% |
| YTD | +5.4% | -10.7% | +16.1% | +5.1% |
| 1Y | -5.6% | +14.0% | -19.6% | -6.4% |
| 3Y | +68.5% | +406.6% | -338.1% | +59.6% |
| All | +68.5% | +385.3% | -316.8% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling