+48.5%
BEN vs LUMN
-62.6%
+111.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.0% | +6.1% | -4.1% |
| 7D | -0.4% | -16.9% | +16.5% | +0.9% |
| 30D | -0.7% | -32.7% | +31.9% | +2.0% |
| 3M | -6.8% | -34.5% | +27.7% | -4.3% |
| 6M | +7.9% | -56.9% | +64.8% | +14.0% |
| YTD | +39.6% | -48.8% | +88.4% | +43.8% |
| 1Y | +48.5% | -63.4% | +111.9% | +55.5% |
| All | +48.5% | -62.6% | +111.1% | +55.5% |
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