-3.5%
GEHC vs LUMN
+385.3%
-388.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -7.2% | +2.5% | -9.7% | -7.3% |
| 30D | -11.6% | +10.3% | -21.9% | -12.0% |
| 3M | -0.8% | -18.3% | +17.4% | -0.1% |
| 6M | -11.9% | +4.4% | -16.3% | -12.5% |
| YTD | -21.9% | -10.7% | -11.3% | -22.2% |
| 1Y | -17.8% | +14.0% | -31.8% | -19.5% |
| 3Y | -3.5% | +406.6% | -410.1% | -16.2% |
| All | -3.5% | +385.3% | -388.9% | -16.2% |
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