+164.3%
ZTS vs LUMN
-61.6%
+225.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | 0.0% |
| 7D | -3.7% | +2.5% | -6.3% | -3.9% |
| 30D | -0.8% | +10.3% | -11.1% | -1.7% |
| 3M | -9.7% | -18.3% | +8.5% | -8.5% |
| 6M | -38.4% | +4.4% | -42.8% | -38.9% |
| YTD | -41.1% | -10.7% | -30.4% | -41.3% |
| 1Y | -50.6% | +14.0% | -64.6% | -52.2% |
| 3Y | -59.1% | +406.6% | -465.7% | -69.5% |
| 5Y | -62.7% | -36.8% | -25.9% | -64.7% |
| 10Y | +58.1% | -56.2% | +114.3% | +45.8% |
| All | +164.3% | -61.6% | +225.9% | +143.5% |
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 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