+54.4%
CVS vs LUMN
+385.3%
-330.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -2.2% | +2.5% | -4.7% | -2.2% |
| 30D | -0.1% | +10.3% | -10.4% | -0.3% |
| 3M | -5.2% | -18.3% | +13.0% | -4.9% |
| 6M | +26.9% | +4.4% | +22.5% | +26.4% |
| YTD | +22.1% | -10.7% | +32.7% | +21.7% |
| 1Y | +30.8% | +14.0% | +16.8% | +29.3% |
| 3Y | +54.4% | +406.6% | -352.2% | +40.7% |
| All | +54.4% | +385.3% | -330.9% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling