+48.5%
AMZN vs LUMN
-37.8%
+86.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -3.9% | +10.3% | -14.3% | -4.8% |
| 3M | +6.3% | -18.3% | +24.6% | +7.8% |
| 6M | +20.8% | +4.4% | +16.4% | +19.6% |
| YTD | +11.2% | -10.7% | +21.9% | +10.8% |
| 1Y | +11.7% | +14.0% | -2.3% | +8.4% |
| 3Y | +79.4% | +406.6% | -327.1% | +42.8% |
| All | +48.5% | -37.8% | +86.4% | +94.8% |
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 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