-10.6%
BITO vs LUMN
-38.7%
+28.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -3.4% | +2.5% | -6.0% | -3.7% |
| 30D | +21.4% | +10.3% | +11.1% | +20.0% |
| 3M | +20.5% | -18.3% | +38.8% | +22.6% |
| 6M | +7.4% | +4.4% | +3.0% | +6.0% |
| YTD | -13.9% | -10.7% | -3.2% | -14.1% |
| 1Y | -35.1% | +14.0% | -49.0% | -37.0% |
| 3Y | +156.8% | +406.6% | -249.7% | +98.2% |
| All | -10.6% | -38.7% | +28.2% | +8.4% |
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