+22.4%
ZM vs LUMN
+42.5%
-20.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.3% |
| 7D | +2.9% | +12.1% | -9.1% | +2.4% |
| 30D | +0.7% | +11.3% | -10.7% | +0.1% |
| 3M | -3.7% | -31.6% | +27.9% | -2.1% |
| 6M | +29.9% | -2.7% | +32.6% | +28.6% |
| YTD | +17.4% | -12.9% | +30.3% | +16.0% |
| 1Y | +22.4% | +36.2% | -13.8% | +19.1% |
| All | +22.4% | +42.5% | -20.1% | +19.1% |
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