+103.4%
AMGN vs LUMN
-37.8%
+141.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -13.7% | +2.5% | -16.2% | -13.7% |
| 30D | -8.8% | +10.3% | -19.1% | -9.0% |
| 3M | +7.2% | -18.3% | +25.5% | +7.6% |
| 6M | +1.3% | +4.4% | -3.1% | +0.8% |
| YTD | +17.6% | -10.7% | +28.3% | +17.2% |
| 1Y | +37.2% | +14.0% | +23.2% | +35.3% |
| 3Y | +57.7% | +406.6% | -348.8% | +37.4% |
| All | +103.4% | -37.8% | +141.3% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling