-2.6%
BAX vs LUMN
+11.9%
-14.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -7.9% | +2.5% | -10.4% | -7.9% |
| 30D | -11.7% | +10.3% | -22.0% | -11.7% |
| 3M | +16.2% | -18.3% | +34.5% | +16.1% |
| 6M | +32.0% | +4.4% | +27.6% | +31.3% |
| YTD | +24.7% | -10.7% | +35.4% | +23.3% |
| 1Y | -2.6% | +14.0% | -16.6% | -1.3% |
| All | -2.6% | +11.9% | -14.6% | -1.3% |
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 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