-56.5%
LUMN vs CRL
+256.1%
-312.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.3% |
| 7D | +2.5% | -3.5% | +6.1% | +3.6% |
| 30D | +10.3% | -2.1% | +12.5% | +11.0% |
| 3M | -18.3% | +48.0% | -66.2% | -28.5% |
| 6M | +4.4% | +64.7% | -60.4% | -12.6% |
| YTD | -10.7% | +39.5% | -50.2% | -21.2% |
| 1Y | +14.0% | +74.2% | -60.2% | -7.2% |
| 3Y | +406.6% | +39.4% | +367.2% | +330.0% |
| 5Y | -36.8% | -36.9% | +0.1% | -36.9% |
| All | -56.5% | +256.1% | -312.5% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling