+504.9%
ABBV vs LUMN
-55.8%
+560.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +0.3% | +2.5% | -2.3% | +0.1% |
| 30D | +3.4% | +10.3% | -7.0% | +2.8% |
| 3M | +15.2% | -18.3% | +33.5% | +16.1% |
| 6M | +14.7% | +4.4% | +10.3% | +13.7% |
| YTD | +15.2% | -10.7% | +25.9% | +14.7% |
| 1Y | +20.4% | +14.0% | +6.4% | +17.4% |
| 3Y | +91.3% | +406.6% | -315.2% | +53.7% |
| 5Y | +189.6% | -36.8% | +226.4% | +193.7% |
| All | +504.9% | -55.8% | +560.7% | +495.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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