+94.1%
CRH vs LUMN
-37.8%
+132.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -6.1% | +2.5% | -8.6% | -6.2% |
| 30D | -9.3% | +10.3% | -19.6% | -10.0% |
| 3M | -15.2% | -18.3% | +3.1% | -14.1% |
| 6M | -14.2% | +4.4% | -18.6% | -14.9% |
| YTD | -28.3% | -10.7% | -17.6% | -28.5% |
| 1Y | -21.8% | +14.0% | -35.7% | -23.8% |
| 3Y | +71.6% | +406.6% | -334.9% | +39.2% |
| All | +94.1% | -37.8% | +132.0% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling