+1,000.3%
VZ vs LUMN
+156.1%
+844.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | +0.9% | +2.5% | -1.6% | +0.6% |
| 30D | +7.7% | +10.3% | -2.6% | +6.1% |
| 3M | +9.7% | -18.3% | +27.9% | +12.0% |
| 6M | +3.1% | +4.4% | -1.3% | +0.7% |
| YTD | +30.5% | -10.7% | +41.2% | +28.1% |
| 1Y | +22.5% | +14.0% | +8.5% | +13.7% |
| 3Y | +82.4% | +406.6% | -324.2% | +0.7% |
| 5Y | +28.0% | -36.8% | +64.8% | +10.6% |
| 10Y | +67.3% | -56.2% | +123.4% | +41.2% |
| All | +1,000.3% | +156.1% | +844.2% | +454.4% |
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 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