-56.5%
LUMN vs COO
+17.0%
-73.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +2.5% | -22.5% | +25.0% | +11.8% |
| 30D | +10.3% | -29.7% | +40.1% | +24.7% |
| 3M | -18.3% | -20.1% | +1.9% | -12.4% |
| 6M | +4.4% | -26.9% | +31.3% | +15.1% |
| YTD | -10.7% | -34.2% | +23.5% | +3.0% |
| 1Y | +14.0% | -21.3% | +35.2% | +20.5% |
| 3Y | +406.6% | -38.7% | +445.2% | +486.0% |
| 5Y | -36.8% | -52.2% | +15.4% | -22.2% |
| All | -56.5% | +17.0% | -73.4% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling