+20.6%
ZBH vs LUMN
-63.6%
+84.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +11.7% | -18.2% | +29.9% | +11.3% |
| 30D | +19.3% | -32.5% | +51.8% | +18.5% |
| 3M | +8.9% | -32.4% | +41.3% | +8.4% |
| 6M | +28.2% | -59.3% | +87.5% | +27.1% |
| YTD | +18.4% | -48.6% | +67.0% | +16.0% |
| 1Y | +20.6% | -63.5% | +84.1% | +17.3% |
| All | +20.6% | -63.6% | +84.2% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling