+39,072.8%
AZO vs LUMN
+193.7%
+38,879.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -3.6% | +2.5% | -6.1% | -3.8% |
| 30D | -5.6% | +10.3% | -15.9% | -6.7% |
| 3M | -6.6% | -18.3% | +11.6% | -5.1% |
| 6M | -22.5% | +4.4% | -26.9% | -24.1% |
| YTD | -15.2% | -10.7% | -4.5% | -16.3% |
| 1Y | -33.9% | +14.0% | -47.9% | -37.9% |
| 3Y | +11.8% | +406.6% | -394.8% | -30.5% |
| 5Y | +85.5% | -36.8% | +122.3% | +67.5% |
| 10Y | +298.2% | -56.2% | +354.4% | +252.0% |
| All | +39,072.8% | +193.7% | +38,879.1% | +23,177.7% |
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