-57.6%
LUMN vs COO
-7.7%
-49.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.9% | -11.8% | -5.3% |
| 7D | -6.9% | +8.4% | -15.3% | -6.2% |
| 30D | -20.5% | +13.5% | -33.9% | -19.8% |
| 3M | -33.4% | -13.8% | -19.6% | -33.8% |
| 6M | -52.1% | +4.7% | -56.8% | -52.2% |
| YTD | -42.5% | -21.4% | -21.1% | -39.6% |
| 1Y | -57.6% | -6.7% | -50.8% | -50.7% |
| All | -57.6% | -7.7% | -49.9% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling