+4.4%
LUMN vs CASY
-10.6%
+14.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.8% |
| 7D | +2.5% | -18.6% | +21.1% | +1.1% |
| 30D | +10.3% | -26.6% | +37.0% | +8.4% |
| 3M | -18.3% | -32.8% | +14.5% | -19.6% |
| 6M | +4.4% | -10.0% | +14.4% | -10.5% |
| All | +4.4% | -10.6% | +14.9% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling