+159.7%
GILD vs LUMN
-55.8%
+215.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -4.8% | +2.5% | -7.3% | -4.9% |
| 30D | +5.8% | +10.3% | -4.6% | +5.2% |
| 3M | +14.9% | -18.3% | +33.2% | +15.8% |
| 6M | -0.4% | +4.4% | -4.7% | -1.0% |
| YTD | +18.5% | -10.7% | +29.2% | +18.0% |
| 1Y | +25.1% | +14.0% | +11.2% | +22.4% |
| 3Y | +105.9% | +406.6% | -300.7% | +66.0% |
| 5Y | +143.0% | -36.8% | +179.8% | +149.4% |
| All | +159.7% | -55.8% | +215.5% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling