+3,634.3%
REGN vs LUMN
+193.7%
+3,440.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.8% |
| 7D | -5.6% | +2.5% | -8.1% | -5.9% |
| 30D | -2.0% | +10.3% | -12.3% | -3.5% |
| 3M | +28.0% | -18.3% | +46.2% | +31.0% |
| 6M | +1.2% | +4.4% | -3.2% | -1.1% |
| YTD | +1.6% | -10.7% | +12.3% | +0.2% |
| 1Y | +38.2% | +14.0% | +24.3% | +28.6% |
| 3Y | -5.4% | +406.6% | -411.9% | -48.4% |
| 5Y | +21.3% | -36.8% | +58.1% | +5.7% |
| 10Y | +105.2% | -56.2% | +161.4% | +73.5% |
| All | +3,634.3% | +193.7% | +3,440.6% | +1,413.5% |
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