+1,264.4%
BE vs LUMN
-37.8%
+1,302.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.3% |
| 7D | +9.0% | +2.5% | +6.5% | +8.5% |
| 30D | +16.3% | +10.3% | +5.9% | +14.0% |
| 3M | +10.8% | -18.3% | +29.1% | +14.8% |
| 6M | +73.2% | +4.4% | +68.8% | +72.2% |
| YTD | +217.4% | -10.7% | +228.0% | +220.0% |
| 1Y | +309.8% | +14.0% | +295.8% | +299.4% |
| 3Y | +1,726.2% | +406.6% | +1,319.6% | +1,052.6% |
| All | +1,264.4% | -37.8% | +1,302.3% | +1,587.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling