+40.6%
CVX vs LUMN
+11.9%
+28.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.7% |
| 7D | +2.6% | +2.5% | +0.1% | +2.7% |
| 30D | +9.8% | +10.3% | -0.5% | +10.4% |
| 3M | +16.2% | -18.3% | +34.5% | +15.1% |
| 6M | +13.6% | +4.4% | +9.3% | +14.0% |
| YTD | +44.4% | -10.7% | +55.1% | +44.1% |
| 1Y | +40.6% | +14.0% | +26.6% | +40.1% |
| All | +40.6% | +11.9% | +28.7% | +40.1% |
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