+7.9%
AZN vs LUMN
-56.8%
+64.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.0% | -10.4% | -1.6% |
| 7D | +1.6% | -0.8% | +2.4% | +1.5% |
| 30D | +17.3% | -10.8% | +28.1% | +17.5% |
| 3M | +15.3% | -29.1% | +44.4% | +16.2% |
| 6M | +2.1% | -44.5% | +46.6% | +3.8% |
| YTD | +2.6% | -39.4% | +42.0% | +2.2% |
| 1Y | +7.9% | -55.1% | +63.0% | +7.3% |
| All | +7.9% | -56.8% | +64.6% | +7.3% |
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 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