+15.9%
STZ vs LUMN
-59.3%
+75.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.9% | +11.2% | +5.1% |
| 7D | +13.0% | -6.9% | +19.9% | +12.7% |
| 30D | +29.4% | -20.5% | +49.9% | +28.6% |
| 3M | +11.6% | -33.4% | +45.0% | +10.4% |
| 6M | -0.2% | -52.1% | +51.9% | -2.2% |
| YTD | +8.6% | -42.5% | +51.0% | +6.6% |
| 1Y | +15.9% | -57.6% | +73.5% | +13.6% |
| All | +15.9% | -59.3% | +75.2% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling