+192.5%
JNJ vs LUMN
-55.8%
+248.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -3.5% | +2.5% | -6.0% | -3.6% |
| 30D | +2.3% | +10.3% | -8.0% | +1.9% |
| 3M | +12.0% | -18.3% | +30.2% | +12.6% |
| 6M | +10.5% | +4.4% | +6.1% | +9.8% |
| YTD | +30.4% | -10.7% | +41.1% | +29.9% |
| 1Y | +52.1% | +14.0% | +38.2% | +49.2% |
| 3Y | +77.8% | +406.6% | -328.8% | +45.9% |
| 5Y | +82.9% | -36.8% | +119.7% | +87.7% |
| All | +192.5% | -55.8% | +248.3% | +184.4% |
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