+39.9%
BKNG vs LUMN
+385.3%
-345.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -9.8% | +2.5% | -12.3% | -9.9% |
| 30D | -17.9% | +10.3% | -28.2% | -18.2% |
| 3M | +6.6% | -18.3% | +24.8% | +7.2% |
| 6M | +1.1% | +4.4% | -3.3% | +0.5% |
| YTD | -18.2% | -10.7% | -7.5% | -18.4% |
| 1Y | -20.2% | +14.0% | -34.2% | -21.5% |
| 3Y | +39.9% | +406.6% | -366.7% | +25.0% |
| All | +39.9% | +385.3% | -345.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling