+11.8%
AZO vs LUMN
+385.3%
-373.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -3.6% | +2.5% | -6.1% | -3.6% |
| 30D | -5.6% | +10.3% | -15.9% | -5.6% |
| 3M | -6.6% | -18.3% | +11.6% | -6.6% |
| 6M | -22.5% | +4.4% | -26.9% | -22.7% |
| YTD | -15.2% | -10.7% | -4.5% | -15.4% |
| 1Y | -33.9% | +14.0% | -47.9% | -34.4% |
| 3Y | +11.8% | +406.6% | -394.8% | +4.8% |
| All | +11.8% | +385.3% | -373.5% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling