+6,889.2%
TEVA vs LUMN
+156.1%
+6,733.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | +2.0% | +2.5% | -0.5% | +1.6% |
| 30D | +1.0% | +10.3% | -9.4% | -0.6% |
| 3M | +7.3% | -18.3% | +25.6% | +9.8% |
| 6M | +21.7% | +4.4% | +17.4% | +19.2% |
| YTD | +18.8% | -10.7% | +29.5% | +17.4% |
| 1Y | +86.5% | +14.0% | +72.5% | +74.9% |
| 3Y | +269.4% | +406.6% | -137.1% | +115.6% |
| 5Y | +303.6% | -36.8% | +340.4% | +258.5% |
| 10Y | -22.9% | -56.2% | +33.2% | -31.1% |
| All | +6,889.2% | +156.1% | +6,733.1% | +4,172.2% |
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