+76.7%
GSK vs LUMN
-55.8%
+132.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -3.5% | +2.5% | -6.0% | -3.6% |
| 30D | -3.4% | +10.3% | -13.8% | -3.8% |
| 3M | -8.1% | -18.3% | +10.1% | -7.7% |
| 6M | -11.1% | +4.4% | -15.5% | -11.6% |
| YTD | +0.7% | -10.7% | +11.4% | +0.4% |
| 1Y | +20.1% | +14.0% | +6.2% | +18.2% |
| 3Y | +46.1% | +406.6% | -360.4% | +24.5% |
| 5Y | +48.2% | -36.8% | +85.0% | +50.4% |
| All | +76.7% | -55.8% | +132.5% | +71.4% |
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