+202.5%
BAH vs LUMN
-55.8%
+258.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +4.3% | +2.5% | +1.7% | +4.1% |
| 30D | -2.5% | +10.3% | -12.8% | -3.0% |
| 3M | -0.9% | -18.3% | +17.3% | -0.1% |
| 6M | +1.5% | +4.4% | -2.9% | +0.5% |
| YTD | -8.0% | -10.7% | +2.7% | -8.5% |
| 1Y | -24.7% | +14.0% | -38.7% | -26.9% |
| 3Y | -28.4% | +406.6% | -435.0% | -43.2% |
| 5Y | +2.8% | -36.8% | +39.6% | +6.1% |
| All | +202.5% | -55.8% | +258.3% | +204.6% |
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