+25.6%
CTAS vs LUMN
-59.3%
+84.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +2.1% |
| 7D | +7.6% | -6.9% | +14.5% | +7.2% |
| 30D | +17.2% | -20.5% | +37.7% | +16.1% |
| 3M | +12.8% | -33.4% | +46.1% | +11.0% |
| 6M | +38.0% | -52.1% | +90.1% | +35.1% |
| YTD | +22.7% | -42.5% | +65.2% | +19.3% |
| 1Y | +25.6% | -57.6% | +83.2% | +21.4% |
| All | +25.6% | -59.3% | +84.9% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling