+167.0%
CVX vs LUMN
-37.8%
+204.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +2.6% | +2.5% | +0.1% | +2.5% |
| 30D | +9.8% | +10.3% | -0.5% | +9.5% |
| 3M | +16.2% | -18.3% | +34.5% | +16.8% |
| 6M | +13.6% | +4.4% | +9.3% | +12.8% |
| YTD | +44.4% | -10.7% | +55.1% | +43.7% |
| 1Y | +40.6% | +14.0% | +26.6% | +37.6% |
| 3Y | +48.2% | +406.6% | -358.4% | +23.3% |
| All | +167.0% | -37.8% | +204.8% | +207.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling