+36.2%
LUMN vs CRL
+78.8%
-42.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.8% |
| 7D | +12.1% | -1.0% | +13.1% | +12.2% |
| 30D | +11.3% | +10.7% | +0.7% | +9.9% |
| 3M | -31.6% | +55.3% | -86.9% | -36.8% |
| 6M | -2.7% | +60.7% | -63.4% | -11.6% |
| YTD | -12.9% | +44.6% | -57.5% | -18.3% |
| 1Y | +36.2% | +77.7% | -41.5% | +29.5% |
| All | +36.2% | +78.8% | -42.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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