+795.1%
BKNG vs LUMN
-48.4%
+843.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -1.4% | -9.2% | -10.5% |
| 30D | -18.1% | +6.7% | -24.8% | -19.1% |
| 3M | +8.5% | -17.6% | +26.1% | +11.0% |
| 6M | -0.1% | +1.6% | -1.7% | -2.5% |
| YTD | -18.2% | -12.4% | -5.9% | -19.5% |
| 1Y | -19.9% | +10.9% | -30.8% | -25.9% |
| 3Y | +41.6% | +379.6% | -338.0% | -26.6% |
| 5Y | +93.1% | -38.0% | +131.1% | +70.7% |
| 10Y | +214.8% | -57.0% | +271.8% | +166.5% |
| All | +795.1% | -48.4% | +843.5% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling