-5.4%
REGN vs LUMN
+385.3%
-390.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -5.6% | +2.5% | -8.1% | -5.6% |
| 30D | -2.0% | +10.3% | -12.3% | -2.2% |
| 3M | +28.0% | -18.3% | +46.2% | +28.4% |
| 6M | +1.2% | +4.4% | -3.2% | +0.9% |
| YTD | +1.6% | -10.7% | +12.3% | +1.5% |
| 1Y | +38.2% | +14.0% | +24.3% | +37.1% |
| 3Y | -5.4% | +406.6% | -411.9% | -11.5% |
| All | -5.4% | +385.3% | -390.7% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling