-30.2%
LUMN vs ZCMD
-100.0%
+69.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +9.0% | +2.0% |
| 7D | +2.5% | -5.4% | +7.9% | +2.6% |
| 30D | +10.3% | -24.8% | +35.1% | +10.7% |
| 3M | -18.3% | -62.8% | +44.5% | -19.0% |
| 6M | +4.4% | -99.5% | +103.9% | +10.4% |
| YTD | -10.7% | -99.8% | +89.1% | -4.5% |
| 1Y | +14.0% | -99.9% | +113.9% | +23.8% |
| 3Y | +406.6% | -100.0% | +506.6% | +442.2% |
| 5Y | -36.8% | -100.0% | +63.2% | -32.1% |
| All | -30.2% | -100.0% | +69.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 all: compounded portfolio wealth divided by compounded ZCMD 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…
all analysis · Full analysis span regression · 6 months rolling