+155.2%
LUMN vs COO
+4,616.8%
-4,461.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +2.5% | -22.5% | +25.0% | +4.1% |
| 30D | +10.3% | -29.7% | +40.1% | +12.7% |
| 3M | -18.3% | -20.1% | +1.9% | -17.2% |
| 6M | +4.4% | -26.9% | +31.3% | +6.1% |
| YTD | -10.7% | -34.2% | +23.5% | -8.5% |
| 1Y | +14.0% | -21.3% | +35.2% | +15.2% |
| 3Y | +406.6% | -38.7% | +445.2% | +420.1% |
| 5Y | -36.8% | -52.2% | +15.4% | -34.4% |
| 10Y | -56.2% | +16.8% | -73.0% | -56.4% |
| All | +155.2% | +4,616.8% | -4,461.6% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling