-11.8%
ABT vs LUMN
-57.1%
+45.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.5% | -1.2% |
| 7D | -5.4% | -0.4% | -4.9% | -5.4% |
| 30D | +8.0% | -11.9% | +19.9% | +7.5% |
| 3M | +0.2% | -30.3% | +30.5% | -0.9% |
| 6M | +34.1% | -46.6% | +80.8% | +31.9% |
| YTD | -10.6% | -42.7% | +32.1% | -13.0% |
| 1Y | -11.8% | -51.9% | +40.1% | -15.2% |
| All | -11.8% | -57.1% | +45.3% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling