-8.0%
BA vs LUMN
+42.5%
-50.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.0% |
| 7D | +1.2% | +12.1% | -10.9% | +0.1% |
| 30D | -11.6% | +11.3% | -23.0% | -12.5% |
| 3M | -2.4% | -31.6% | +29.2% | +0.7% |
| 6M | -6.6% | -2.7% | -3.9% | -7.1% |
| YTD | -2.2% | -12.9% | +10.6% | -3.0% |
| 1Y | -8.0% | +36.2% | -44.2% | -7.2% |
| All | -8.0% | +42.5% | -50.5% | -7.2% |
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