-98.4%
BIYA vs LUMN
-62.6%
-35.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -11.0% | +3.4% | -8.9% |
| 7D | -10.6% | -16.9% | +6.3% | -12.7% |
| 30D | -19.4% | -32.7% | +13.2% | -24.2% |
| 3M | -61.5% | -34.5% | -27.0% | -63.9% |
| 6M | -91.5% | -56.9% | -34.7% | -92.3% |
| YTD | -97.2% | -48.8% | -48.4% | -97.5% |
| 1Y | -98.4% | -63.4% | -35.1% | -98.3% |
| All | -98.4% | -62.6% | -35.8% | -98.3% |
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