+49.7%
BHP vs LUMN
-63.6%
+113.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +0.9% | -18.2% | +19.2% | +3.3% |
| 30D | -6.3% | -32.5% | +26.2% | -2.0% |
| 3M | -7.1% | -32.4% | +25.2% | -3.4% |
| 6M | -3.2% | -59.3% | +56.1% | +7.2% |
| YTD | +37.9% | -48.6% | +86.5% | +47.4% |
| 1Y | +49.7% | -63.5% | +113.2% | +65.3% |
| All | +49.7% | -63.6% | +113.3% | +65.3% |
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