+6.7%
CVS vs LUMN
-62.6%
+69.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.0% | +12.7% | +1.9% |
| 7D | -10.0% | -16.9% | +6.9% | -9.6% |
| 30D | -5.2% | -32.7% | +27.4% | -4.5% |
| 3M | -17.4% | -34.5% | +17.2% | -16.7% |
| 6M | +2.1% | -56.9% | +59.0% | +2.9% |
| YTD | +5.6% | -48.8% | +54.4% | +5.2% |
| 1Y | +6.7% | -63.4% | +70.1% | +1.7% |
| All | +6.7% | -62.6% | +69.3% | +1.7% |
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