+216.7%
CTVA vs LUMN
-5.3%
+222.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -4.5% | +2.5% | -7.0% | -4.7% |
| 30D | +11.3% | +10.3% | +1.0% | +10.3% |
| 3M | +12.3% | -18.3% | +30.6% | +13.8% |
| 6M | +7.2% | +4.4% | +2.8% | +5.9% |
| YTD | +26.0% | -10.7% | +36.7% | +25.1% |
| 1Y | +16.0% | +14.0% | +2.1% | +11.6% |
| 3Y | +73.9% | +406.6% | -332.7% | +22.0% |
| 5Y | +103.8% | -36.8% | +140.6% | +109.4% |
| All | +216.7% | -5.3% | +222.0% | +172.6% |
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