+299.2%
TEVA vs LUMN
-37.8%
+337.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +2.0% | +2.5% | -0.5% | +1.8% |
| 30D | +1.0% | +10.3% | -9.4% | +0.2% |
| 3M | +7.3% | -18.3% | +25.6% | +8.5% |
| 6M | +21.7% | +4.4% | +17.4% | +20.5% |
| YTD | +18.8% | -10.7% | +29.5% | +18.3% |
| 1Y | +86.5% | +14.0% | +72.5% | +81.2% |
| 3Y | +269.4% | +406.6% | -137.1% | +176.7% |
| All | +299.2% | -37.8% | +337.1% | +420.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling