+6,046.1%
CRH vs LUMN
+156.1%
+5,889.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -6.1% | +2.5% | -8.6% | -6.4% |
| 30D | -9.3% | +10.3% | -19.6% | -10.7% |
| 3M | -15.2% | -18.3% | +3.1% | -13.1% |
| 6M | -14.2% | +4.4% | -18.6% | -16.0% |
| YTD | -28.3% | -10.7% | -17.6% | -29.0% |
| 1Y | -21.8% | +14.0% | -35.7% | -26.6% |
| 3Y | +71.6% | +406.6% | -334.9% | +1.3% |
| 5Y | +96.6% | -36.8% | +133.4% | +75.6% |
| 10Y | +253.8% | -56.2% | +310.0% | +212.1% |
| All | +6,046.1% | +156.1% | +5,889.9% | +4,235.2% |
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