+11.0%
GEHC vs LUMN
-62.6%
+73.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.0% | +8.6% | -2.2% |
| 7D | +9.6% | -16.9% | +26.5% | +9.9% |
| 30D | +29.4% | -32.7% | +62.0% | +30.2% |
| 3M | +19.3% | -34.5% | +53.8% | +20.1% |
| 6M | +37.4% | -56.9% | +94.2% | +39.3% |
| YTD | +2.3% | -48.8% | +51.1% | +2.8% |
| 1Y | +11.0% | -63.4% | +74.3% | +14.5% |
| All | +11.0% | -62.6% | +73.6% | +14.5% |
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