+56.7%
BDX vs LUMN
-55.8%
+112.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -3.2% | +2.5% | -5.7% | -3.3% |
| 30D | -2.5% | +10.3% | -12.9% | -3.0% |
| 3M | +21.4% | -18.3% | +39.7% | +22.2% |
| 6M | +10.4% | +4.4% | +6.1% | +9.5% |
| YTD | +18.8% | -10.7% | +29.5% | +18.2% |
| 1Y | +21.7% | +14.0% | +7.7% | +18.9% |
| 3Y | -10.0% | +406.6% | -416.5% | -25.0% |
| 5Y | -1.8% | -36.8% | +35.0% | -3.1% |
| All | +56.7% | -55.8% | +112.5% | +48.7% |
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