-56.5%
LUMN vs CGNX
+193.6%
-250.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.4% |
| 7D | +2.5% | +3.2% | -0.7% | +1.3% |
| 30D | +10.3% | +6.0% | +4.3% | +8.0% |
| 3M | -18.3% | +3.5% | -21.8% | -19.8% |
| 6M | +4.4% | +26.3% | -21.9% | -5.1% |
| YTD | -10.7% | +79.2% | -89.9% | -30.2% |
| 1Y | +14.0% | +43.8% | -29.8% | -3.6% |
| 3Y | +406.6% | +52.0% | +354.6% | +306.5% |
| 5Y | -36.8% | -24.0% | -12.8% | -40.8% |
| All | -56.5% | +193.6% | -250.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling