+14.0%
LUMN vs CRL
+80.5%
-66.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +2.5% | -3.5% | +6.1% | +3.1% |
| 30D | +10.3% | -2.1% | +12.5% | +10.7% |
| 3M | -18.3% | +48.0% | -66.2% | -25.4% |
| 6M | +4.4% | +64.7% | -60.4% | -8.4% |
| YTD | -10.7% | +39.5% | -50.2% | -16.8% |
| 1Y | +14.0% | +74.2% | -60.2% | +0.1% |
| All | +14.0% | +80.5% | -66.6% | +0.1% |
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