+9,305.1%
STZ vs LUMN
+153.6%
+9,151.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -8.9% | +2.6% | -11.4% | -9.2% |
| 3M | -12.6% | -19.6% | +7.0% | -11.0% |
| 6M | -17.2% | +2.7% | -19.9% | -18.4% |
| YTD | -10.0% | -12.4% | +2.3% | -10.9% |
| 1Y | -14.3% | +21.0% | -35.3% | -19.3% |
| 3Y | -49.9% | +379.6% | -429.5% | -66.4% |
| 5Y | -38.2% | -39.9% | +1.7% | -43.0% |
| 10Y | -12.0% | -57.0% | +45.0% | -20.4% |
| All | +9,305.1% | +153.6% | +9,151.5% | +5,376.5% |
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