+5.9%
ABT vs LUMN
+385.3%
-379.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | -5.9% | +2.5% | -8.4% | -5.9% |
| 30D | -8.1% | +10.3% | -18.4% | -8.2% |
| 3M | +14.5% | -18.3% | +32.8% | +14.8% |
| 6M | -6.3% | +4.4% | -10.6% | -6.5% |
| YTD | -17.1% | -10.7% | -6.4% | -17.3% |
| 1Y | -21.4% | +14.0% | -35.3% | -22.1% |
| 3Y | +5.9% | +406.6% | -400.6% | -1.6% |
| All | +5.9% | +385.3% | -379.4% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling