+60.4%
AMGN vs LUMN
+42.5%
+17.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.6% |
| 7D | +1.1% | +12.1% | -11.0% | +1.3% |
| 30D | +7.8% | +11.3% | -3.5% | +8.0% |
| 3M | +27.3% | -31.6% | +58.9% | +27.2% |
| 6M | +16.8% | -2.7% | +19.6% | +16.6% |
| YTD | +36.3% | -12.9% | +49.2% | +34.6% |
| 1Y | +60.4% | +36.2% | +24.2% | +62.8% |
| All | +60.4% | +42.5% | +17.9% | +62.8% |
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