+22.1%
CTVA vs LUMN
+42.5%
-20.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.8% |
| 7D | +4.9% | +12.1% | -7.1% | +4.8% |
| 30D | +11.9% | +11.3% | +0.6% | +11.7% |
| 3M | +13.7% | -31.6% | +45.3% | +14.2% |
| 6M | +13.1% | -2.7% | +15.9% | +13.3% |
| YTD | +32.0% | -12.9% | +44.8% | +32.1% |
| 1Y | +22.1% | +36.2% | -14.1% | +17.5% |
| All | +22.1% | +42.5% | -20.5% | +17.5% |
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