+69.2%
CSX vs LUMN
+385.3%
-316.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | -2.0% | +10.3% | -12.3% | -2.5% |
| 3M | +3.6% | -18.3% | +21.9% | +4.5% |
| 6M | +22.0% | +4.4% | +17.7% | +21.2% |
| YTD | +36.3% | -10.7% | +46.9% | +35.7% |
| 1Y | +50.9% | +14.0% | +37.0% | +47.5% |
| 3Y | +69.2% | +406.6% | -337.4% | +45.3% |
| All | +69.2% | +385.3% | -316.2% | +45.3% |
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