+380.0%
CRWD vs LUMN
+385.3%
-5.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | -3.0% | +2.5% | -5.5% | -3.2% |
| 30D | -6.8% | +10.3% | -17.1% | -7.5% |
| 3M | +19.6% | -18.3% | +37.8% | +20.9% |
| 6M | +87.1% | +4.4% | +82.7% | +85.1% |
| YTD | +76.4% | -10.7% | +87.1% | +75.7% |
| 1Y | +90.8% | +14.0% | +76.9% | +87.1% |
| 3Y | +380.0% | +406.6% | -26.6% | +342.4% |
| All | +380.0% | +385.3% | -5.3% | +342.4% |
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