+398.6%
ZS vs LUMN
-39.2%
+437.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -3.1% | +2.5% | -5.6% | -3.3% |
| 30D | -7.2% | +10.3% | -17.5% | -8.0% |
| 3M | +30.5% | -18.3% | +48.7% | +32.1% |
| 6M | +7.0% | +4.4% | +2.6% | +5.1% |
| YTD | -26.8% | -10.7% | -16.2% | -27.7% |
| 1Y | -42.6% | +14.0% | -56.6% | -44.8% |
| 3Y | -0.3% | +406.6% | -406.9% | -24.2% |
| 5Y | -39.2% | -36.8% | -2.4% | -40.8% |
| All | +398.6% | -39.2% | +437.8% | +331.5% |
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