+262,142.5%
AMZN vs LUMN
+90.8%
+262,051.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -0.7% | +2.5% | -3.2% | -1.1% |
| 30D | -3.9% | +10.3% | -14.3% | -5.9% |
| 3M | +6.3% | -18.3% | +24.6% | +9.5% |
| 6M | +20.8% | +4.4% | +16.4% | +17.7% |
| YTD | +11.2% | -10.7% | +21.9% | +9.4% |
| 1Y | +11.7% | +14.0% | -2.3% | +2.9% |
| 3Y | +79.4% | +406.6% | -327.1% | -9.3% |
| 5Y | +48.0% | -36.8% | +84.8% | +31.6% |
| 10Y | +575.6% | -56.2% | +631.8% | +473.6% |
| All | +262,142.5% | +90.8% | +262,051.7% | +58,538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling