-14.9%
CRH vs LUMN
+44.7%
-59.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.6% |
| 7D | -1.7% | +12.1% | -13.8% | -2.8% |
| 30D | -5.4% | +11.3% | -16.7% | -6.4% |
| 3M | -11.2% | -31.6% | +20.4% | -8.0% |
| 6M | -15.8% | -2.7% | -13.1% | -16.1% |
| YTD | -23.6% | -12.9% | -10.8% | -23.9% |
| All | -14.9% | +44.7% | -59.6% | -16.5% |
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