-50.4%
BIDU vs LUMN
-55.8%
+5.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -8.1% | +2.5% | -10.6% | -8.3% |
| 30D | -12.8% | +10.3% | -23.2% | -13.5% |
| 3M | -21.3% | -18.3% | -3.0% | -20.2% |
| 6M | -27.0% | +4.4% | -31.3% | -27.5% |
| YTD | -30.0% | -10.7% | -19.4% | -30.1% |
| 1Y | -18.3% | +14.0% | -32.2% | -20.2% |
| 3Y | -33.8% | +406.6% | -440.4% | -49.5% |
| 5Y | -44.3% | -36.8% | -7.5% | -43.3% |
| All | -50.4% | -55.8% | +5.5% | -52.2% |
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