+3,645.5%
MRK vs LUMN
+156.1%
+3,489.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -4.3% | +2.5% | -6.8% | -4.5% |
| 30D | +8.3% | +10.3% | -2.1% | +7.3% |
| 3M | +20.0% | -18.3% | +38.3% | +21.8% |
| 6M | +25.7% | +4.4% | +21.3% | +23.9% |
| YTD | +38.7% | -10.7% | +49.4% | +37.6% |
| 1Y | +74.7% | +14.0% | +60.7% | +66.9% |
| 3Y | +45.4% | +406.6% | -361.2% | -0.6% |
| 5Y | +129.0% | -36.8% | +165.8% | +113.7% |
| 10Y | +228.0% | -56.2% | +284.2% | +200.9% |
| All | +3,645.5% | +156.1% | +3,489.3% | +2,217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling