+155.2%
LUMN vs CASY
+29,525.4%
-29,370.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.2% |
| 7D | +2.5% | -18.6% | +21.1% | +5.8% |
| 30D | +10.3% | -26.6% | +37.0% | +15.7% |
| 3M | -18.3% | -32.8% | +14.5% | -13.2% |
| 6M | +4.4% | -10.0% | +14.4% | +4.8% |
| YTD | -10.7% | +11.6% | -22.3% | -13.6% |
| 1Y | +14.0% | +11.5% | +2.5% | +9.8% |
| 3Y | +406.6% | +160.7% | +245.9% | +318.4% |
| 5Y | -36.8% | +232.4% | -269.2% | -50.1% |
| 10Y | -56.2% | +450.8% | -506.9% | -68.0% |
| All | +155.2% | +29,525.4% | -29,370.1% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling