+224.4%
MRK vs LUMN
-55.8%
+280.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -4.3% | +2.5% | -6.8% | -4.3% |
| 30D | +8.3% | +10.3% | -2.1% | +8.0% |
| 3M | +20.0% | -18.3% | +38.3% | +20.6% |
| 6M | +25.7% | +4.4% | +21.3% | +25.1% |
| YTD | +38.7% | -10.7% | +49.4% | +38.4% |
| 1Y | +74.7% | +14.0% | +60.7% | +72.0% |
| 3Y | +45.4% | +406.6% | -361.2% | +25.5% |
| 5Y | +129.0% | -36.8% | +165.8% | +141.7% |
| All | +224.4% | -55.8% | +280.2% | +226.4% |
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