+1,864.0%
CVS vs LUMN
+156.1%
+1,707.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -2.2% | +2.5% | -4.7% | -2.5% |
| 30D | -0.1% | +10.3% | -10.4% | -1.4% |
| 3M | -5.2% | -18.3% | +13.0% | -3.3% |
| 6M | +26.9% | +4.4% | +22.5% | +24.5% |
| YTD | +22.1% | -10.7% | +32.7% | +20.5% |
| 1Y | +30.8% | +14.0% | +16.8% | +23.1% |
| 3Y | +54.4% | +406.6% | -352.2% | -5.0% |
| 5Y | +33.4% | -36.8% | +70.2% | +19.3% |
| 10Y | +40.8% | -56.2% | +97.0% | +25.3% |
| All | +1,864.0% | +156.1% | +1,707.9% | +969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling