+28.9%
GILD vs LUMN
+21.4%
+7.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.2% | -1.4% | -2.8% | -4.2% |
| 30D | +6.7% | +6.7% | -0.1% | +6.6% |
| 3M | +20.0% | -17.6% | +37.5% | +20.2% |
| 6M | -1.3% | +1.6% | -3.0% | -1.3% |
| YTD | +19.4% | -12.4% | +31.8% | +18.9% |
| 1Y | +28.9% | +10.9% | +18.0% | +32.0% |
| All | +28.9% | +21.4% | +7.5% | +32.0% |
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