+72,989.8%
BBY vs LUMN
+156.1%
+72,833.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.7% |
| 7D | +0.6% | +2.5% | -1.9% | 0.0% |
| 30D | +9.4% | +10.3% | -0.9% | +6.8% |
| 3M | +19.3% | -18.3% | +37.6% | +23.7% |
| 6M | +47.9% | +4.4% | +43.6% | +42.7% |
| YTD | +39.6% | -10.7% | +50.2% | +36.5% |
| 1Y | +22.2% | +14.0% | +8.2% | +9.9% |
| 3Y | +45.0% | +406.6% | -361.6% | -37.8% |
| 5Y | +2.6% | -36.8% | +39.4% | -16.6% |
| 10Y | +250.5% | -56.2% | +306.7% | +184.3% |
| All | +72,989.8% | +156.1% | +72,833.7% | +24,284.8% |
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