+57.7%
AZN vs LUMN
-37.8%
+95.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -1.6% | +2.5% | -4.1% | -1.6% |
| 30D | +1.1% | +10.3% | -9.3% | +0.8% |
| 3M | -12.1% | -18.3% | +6.1% | -11.8% |
| 6M | -17.1% | +4.4% | -21.5% | -17.4% |
| YTD | -12.0% | -10.7% | -1.3% | -12.2% |
| 1Y | -0.2% | +14.0% | -14.2% | -1.2% |
| 3Y | +26.8% | +406.6% | -379.8% | +15.6% |
| All | +57.7% | -37.8% | +95.6% | +66.6% |
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