+32.2%
LUMN vs ZYBT
-80.5%
+112.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | +12.1% | -6.9% | +19.0% | +12.1% |
| 30D | +11.3% | -31.8% | +43.1% | +11.4% |
| 3M | -31.6% | +94.0% | -125.6% | -32.4% |
| 6M | -2.7% | +99.0% | -101.7% | -6.2% |
| YTD | -12.9% | +40.0% | -52.9% | -13.7% |
| All | +32.2% | -80.5% | +112.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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