+82.4%
VZ vs LUMN
+385.3%
-303.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +0.9% | +2.5% | -1.6% | +0.9% |
| 30D | +7.7% | +10.3% | -2.6% | +7.7% |
| 3M | +9.7% | -18.3% | +27.9% | +9.7% |
| 6M | +3.1% | +4.4% | -1.3% | +3.1% |
| YTD | +30.5% | -10.7% | +41.2% | +30.5% |
| 1Y | +22.5% | +14.0% | +8.5% | +22.1% |
| 3Y | +82.4% | +406.6% | -324.2% | +68.9% |
| All | +82.4% | +385.3% | -303.0% | +68.9% |
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