+406.6%
LUMN vs CASY
+158.0%
+248.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +2.5% | -18.6% | +21.1% | +4.8% |
| 30D | +10.3% | -26.6% | +37.0% | +14.3% |
| 3M | -18.3% | -32.8% | +14.5% | -14.2% |
| 6M | +4.4% | -10.0% | +14.4% | +2.9% |
| YTD | -10.7% | +11.6% | -22.3% | -16.0% |
| 1Y | +14.0% | +11.5% | +2.5% | +6.6% |
| 3Y | +406.6% | +160.7% | +245.9% | +253.2% |
| All | +406.6% | +158.0% | +248.5% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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