+683.1%
CTAS vs LUMN
-55.8%
+739.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | +0.5% | +2.5% | -2.0% | +0.4% |
| 30D | -0.7% | +10.3% | -11.1% | -1.4% |
| 3M | +11.1% | -18.3% | +29.3% | +12.2% |
| 6M | +2.1% | +4.4% | -2.2% | +0.9% |
| YTD | +8.0% | -10.7% | +18.6% | +7.1% |
| 1Y | -0.5% | +14.0% | -14.4% | -4.1% |
| 3Y | +66.2% | +406.6% | -340.4% | +22.1% |
| 5Y | +109.2% | -36.8% | +146.0% | +114.9% |
| All | +683.1% | -55.8% | +739.0% | +639.8% |
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