+44.4%
CSGP vs LUMN
-55.8%
+100.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.2% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | -0.1% | +10.3% | -10.5% | -0.9% |
| 3M | -6.7% | -18.3% | +11.5% | -5.7% |
| 6M | -32.8% | +4.4% | -37.2% | -33.8% |
| YTD | -54.7% | -10.7% | -44.0% | -55.1% |
| 1Y | -65.0% | +14.0% | -79.0% | -66.3% |
| 3Y | -63.0% | +406.6% | -469.6% | -71.8% |
| 5Y | -66.2% | -36.8% | -29.4% | -66.8% |
| All | +44.4% | -55.8% | +100.2% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling