+348.9%
BLDR vs LUMN
-31.6%
+380.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.9% |
| 7D | -8.2% | +2.5% | -10.7% | -8.8% |
| 30D | -16.6% | +10.3% | -27.0% | -18.8% |
| 3M | -23.2% | -18.3% | -4.9% | -20.1% |
| 6M | -33.7% | +4.4% | -38.1% | -35.9% |
| YTD | -41.3% | -10.7% | -30.6% | -42.5% |
| 1Y | -58.8% | +14.0% | -72.8% | -63.2% |
| 3Y | -57.5% | +406.6% | -464.0% | -84.1% |
| 5Y | +12.9% | -36.8% | +49.7% | -1.5% |
| 10Y | +378.4% | -56.2% | +434.5% | +302.0% |
| All | +348.9% | -31.6% | +380.5% | +134.7% |
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