+423.9%
ZBRA vs LUMN
-55.8%
+479.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | -3.4% | +2.5% | -5.9% | -3.8% |
| 30D | -7.4% | +10.3% | -17.7% | -8.8% |
| 3M | +57.5% | -18.3% | +75.8% | +61.2% |
| 6M | +64.0% | +4.4% | +59.6% | +61.4% |
| YTD | +44.3% | -10.7% | +55.0% | +43.3% |
| 1Y | +10.9% | +14.0% | -3.1% | +5.0% |
| 3Y | +37.5% | +406.6% | -369.0% | -12.7% |
| 5Y | -39.7% | -36.8% | -2.9% | -40.6% |
| All | +423.9% | -55.8% | +479.7% | +372.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling