+55.7%
BDX vs LUMN
-63.6%
+119.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +7.1% | -18.2% | +25.3% | +6.7% |
| 30D | +17.6% | -32.5% | +50.1% | +16.8% |
| 3M | +20.4% | -32.4% | +52.7% | +19.7% |
| 6M | +48.3% | -59.3% | +107.6% | +47.2% |
| YTD | +41.6% | -48.6% | +90.2% | +38.3% |
| 1Y | +55.7% | -63.5% | +119.3% | +48.0% |
| All | +55.7% | -63.6% | +119.3% | +48.0% |
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