+18.5%
BE vs LUMN
-62.6%
+81.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -11.0% | -5.4% | -11.9% |
| 7D | -24.6% | -16.9% | -7.7% | -18.4% |
| 30D | -43.4% | -32.7% | -10.7% | -33.6% |
| 3M | -28.5% | -34.5% | +6.0% | -16.2% |
| 6M | -43.3% | -56.9% | +13.6% | -22.5% |
| YTD | +92.8% | -48.8% | +141.6% | +144.7% |
| 1Y | +18.5% | -63.4% | +81.8% | +64.3% |
| All | +18.5% | -62.6% | +81.1% | +64.3% |
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