+376.5%
BLDR vs LUMN
-55.8%
+432.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | -8.2% | +2.5% | -10.7% | -8.6% |
| 30D | -16.6% | +10.3% | -27.0% | -18.0% |
| 3M | -23.2% | -18.3% | -4.9% | -21.2% |
| 6M | -33.7% | +4.4% | -38.1% | -34.9% |
| YTD | -41.3% | -10.7% | -30.6% | -41.9% |
| 1Y | -58.8% | +14.0% | -72.8% | -61.4% |
| 3Y | -57.5% | +406.6% | -464.0% | -75.6% |
| 5Y | +12.9% | -36.8% | +49.7% | +14.4% |
| All | +376.5% | -55.8% | +432.3% | +342.2% |
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