-56.2%
BBWI vs LUMN
-55.8%
-0.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +6.1% |
| 7D | -4.8% | +2.5% | -7.3% | -5.2% |
| 30D | +3.5% | +10.3% | -6.9% | +1.7% |
| 3M | -0.3% | -18.3% | +17.9% | +2.2% |
| 6M | -5.4% | +4.4% | -9.7% | -7.4% |
| YTD | -4.7% | -10.7% | +6.0% | -5.5% |
| 1Y | -30.5% | +14.0% | -44.4% | -34.8% |
| 3Y | -44.3% | +406.6% | -450.9% | -67.4% |
| 5Y | -66.9% | -36.8% | -30.1% | -67.6% |
| All | -56.2% | -55.8% | -0.4% | -59.6% |
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