+75.8%
BA vs LUMN
-55.8%
+131.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.8% | +2.5% |
| 7D | -0.8% | +2.5% | -3.4% | -1.1% |
| 30D | -9.0% | +10.3% | -19.3% | -10.1% |
| 3M | -5.0% | -18.3% | +13.2% | -3.2% |
| 6M | -1.7% | +4.4% | -6.1% | -3.2% |
| YTD | -3.1% | -10.7% | +7.6% | -3.9% |
| 1Y | -4.3% | +14.0% | -18.3% | -8.9% |
| 3Y | -0.3% | +406.6% | -406.8% | -37.0% |
| 5Y | +0.1% | -36.8% | +36.9% | +4.2% |
| All | +75.8% | -55.8% | +131.6% | +67.6% |
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