-99.8%
BIYA vs LUMN
+44.6%
-144.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.0% |
| 7D | -1.8% | +2.5% | -4.3% | -1.5% |
| 30D | -17.5% | +10.3% | -27.8% | -16.7% |
| 3M | -78.0% | -18.3% | -59.8% | -77.8% |
| 6M | -89.5% | +4.4% | -93.8% | -89.8% |
| YTD | -94.3% | -10.7% | -83.6% | -94.4% |
| 1Y | -98.6% | +14.0% | -112.5% | -98.6% |
| All | -99.8% | +44.6% | -144.4% | -99.8% |
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