-49.6%
STZ vs LUMN
+385.3%
-434.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -4.5% | +2.5% | -7.0% | -4.5% |
| 30D | -8.6% | +10.3% | -18.9% | -8.7% |
| 3M | -13.8% | -18.3% | +4.5% | -13.6% |
| 6M | -17.2% | +4.4% | -21.5% | -17.4% |
| YTD | -9.4% | -10.7% | +1.3% | -9.6% |
| 1Y | -11.9% | +14.0% | -25.8% | -12.9% |
| 3Y | -49.6% | +406.6% | -456.2% | -53.4% |
| All | -49.6% | +385.3% | -434.9% | -53.4% |
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 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