+266.5%
ZBH vs LUMN
-22.2%
+288.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -4.7% | +2.5% | -7.2% | -4.9% |
| 30D | -4.5% | +10.3% | -14.8% | -5.6% |
| 3M | +7.6% | -18.3% | +25.8% | +9.5% |
| 6M | +0.3% | +4.4% | -4.1% | -1.6% |
| YTD | +4.5% | -10.7% | +15.2% | +3.2% |
| 1Y | -9.4% | +14.0% | -23.3% | -14.6% |
| 3Y | -21.5% | +406.6% | -428.1% | -51.7% |
| 5Y | -28.4% | -36.8% | +8.4% | -33.9% |
| 10Y | -16.5% | -56.2% | +39.6% | -23.7% |
| All | +266.5% | -22.2% | +288.6% | +164.3% |
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 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