-36.4%
Z vs LUMN
+385.3%
-421.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.9% |
| 7D | -6.0% | +2.5% | -8.6% | -6.2% |
| 30D | -2.3% | +10.3% | -12.6% | -2.9% |
| 3M | -0.6% | -18.3% | +17.6% | +0.4% |
| 6M | -27.6% | +4.4% | -32.0% | -28.3% |
| YTD | -52.4% | -10.7% | -41.7% | -52.5% |
| 1Y | -63.6% | +14.0% | -77.6% | -64.4% |
| 3Y | -36.4% | +406.6% | -443.0% | -52.2% |
| All | -36.4% | +385.3% | -421.7% | -52.2% |
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 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