+3.9%
BBWI vs LUMN
-58.0%
+61.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.9% | +10.0% | +4.9% |
| 7D | +8.8% | -6.9% | +15.7% | +9.8% |
| 30D | +34.8% | -20.5% | +55.3% | +38.9% |
| 3M | +12.9% | -33.4% | +46.3% | +19.1% |
| 6M | +29.6% | -52.1% | +81.7% | +44.1% |
| YTD | +20.8% | -42.5% | +63.2% | +26.5% |
| All | +3.9% | -58.0% | +61.9% | +17.1% |
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