+11.8%
GSK vs LUMN
-62.6%
+74.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.0% | +9.5% | -1.7% |
| 7D | +3.6% | -16.9% | +20.5% | +3.2% |
| 30D | +8.2% | -32.7% | +40.8% | +7.5% |
| 3M | -1.2% | -34.5% | +33.4% | -1.7% |
| 6M | +1.9% | -56.9% | +58.8% | +1.0% |
| YTD | +5.5% | -48.8% | +54.3% | +2.4% |
| 1Y | +11.8% | -63.4% | +75.1% | +10.7% |
| All | +11.8% | -62.6% | +74.4% | +10.7% |
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 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