-67.1%
ZM vs LUMN
-37.8%
-29.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -5.7% | +2.5% | -8.2% | -5.9% |
| 30D | -9.1% | +10.3% | -19.4% | -10.0% |
| 3M | +3.5% | -18.3% | +21.8% | +5.0% |
| 6M | +25.7% | +4.4% | +21.3% | +24.0% |
| YTD | +10.8% | -10.7% | +21.4% | +9.9% |
| 1Y | +12.8% | +14.0% | -1.2% | +8.3% |
| 3Y | +33.1% | +406.6% | -373.4% | -3.2% |
| All | -67.1% | -37.8% | -29.2% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling