-39.3%
BAX vs LUMN
-55.8%
+16.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -7.9% | +2.5% | -10.4% | -8.1% |
| 30D | -11.7% | +10.3% | -22.0% | -12.5% |
| 3M | +16.2% | -18.3% | +34.5% | +17.8% |
| 6M | +32.0% | +4.4% | +27.6% | +30.3% |
| YTD | +24.7% | -10.7% | +35.4% | +23.6% |
| 1Y | -2.6% | +14.0% | -16.6% | -6.5% |
| 3Y | -35.0% | +406.6% | -441.5% | -52.4% |
| 5Y | -67.6% | -36.8% | -30.8% | -69.3% |
| All | -39.3% | -55.8% | +16.5% | -46.3% |
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