+15.9%
Z vs LUMN
-54.1%
+70.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -0.9% |
| 7D | -7.1% | 0.0% | -7.1% | -7.0% |
| 30D | -4.8% | +2.6% | -7.3% | -5.1% |
| 3M | -9.3% | -19.6% | +10.3% | -7.7% |
| 6M | -29.0% | +2.7% | -31.7% | -30.0% |
| YTD | -52.9% | -12.4% | -40.5% | -53.1% |
| 1Y | -63.1% | +21.0% | -84.1% | -65.0% |
| 3Y | -36.9% | +379.6% | -416.4% | -57.5% |
| 5Y | -65.5% | -39.9% | -25.6% | -66.7% |
| 10Y | -3.9% | -57.0% | +53.1% | -11.6% |
| All | +15.9% | -54.1% | +70.0% | +0.4% |
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