+476.4%
BHP vs LUMN
-55.8%
+532.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -3.6% | +2.5% | -6.1% | -3.9% |
| 30D | -1.2% | +10.3% | -11.5% | -2.3% |
| 3M | +1.2% | -18.3% | +19.5% | +2.9% |
| 6M | +21.4% | +4.4% | +17.0% | +20.2% |
| YTD | +50.4% | -10.7% | +61.1% | +49.8% |
| 1Y | +67.5% | +14.0% | +53.5% | +61.3% |
| 3Y | +72.8% | +406.6% | -333.7% | +17.9% |
| 5Y | +112.6% | -36.8% | +149.4% | +116.6% |
| All | +476.4% | -55.8% | +532.3% | +438.3% |
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 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