+935.3%
BBWI vs LUMN
+156.1%
+779.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +6.0% |
| 7D | -4.8% | +2.5% | -7.3% | -5.3% |
| 30D | +3.5% | +10.3% | -6.9% | +1.0% |
| 3M | -0.3% | -18.3% | +17.9% | +3.1% |
| 6M | -5.4% | +4.4% | -9.7% | -8.3% |
| YTD | -4.7% | -10.7% | +6.0% | -6.1% |
| 1Y | -30.5% | +14.0% | -44.4% | -36.5% |
| 3Y | -44.3% | +406.6% | -450.9% | -73.4% |
| 5Y | -66.9% | -36.8% | -30.1% | -72.3% |
| 10Y | -55.3% | -56.2% | +0.9% | -63.1% |
| All | +935.3% | +156.1% | +779.2% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling