-39.9%
LUMN vs CRL
-37.1%
-2.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.3% |
| 7D | +2.5% | -3.5% | +6.1% | +3.7% |
| 30D | +10.3% | -2.1% | +12.5% | +11.0% |
| 3M | -18.3% | +48.0% | -66.2% | -29.4% |
| 6M | +4.4% | +64.7% | -60.4% | -14.3% |
| YTD | -10.7% | +39.5% | -50.2% | -22.2% |
| 1Y | +14.0% | +74.2% | -60.2% | -9.4% |
| 3Y | +406.6% | +39.4% | +367.2% | +323.2% |
| All | -39.9% | -37.1% | -2.8% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling