+275.1%
BLK vs LUMN
-55.8%
+330.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -3.3% | +2.5% | -5.8% | -3.6% |
| 30D | -6.5% | +10.3% | -16.9% | -7.7% |
| 3M | +6.7% | -18.3% | +25.0% | +8.6% |
| 6M | +14.7% | +4.4% | +10.4% | +13.0% |
| YTD | +2.5% | -10.7% | +13.2% | +1.7% |
| 1Y | -2.8% | +14.0% | -16.7% | -7.5% |
| 3Y | +65.9% | +406.6% | -340.7% | +10.2% |
| 5Y | +33.0% | -36.8% | +69.8% | +31.5% |
| All | +275.1% | -55.8% | +330.9% | +240.0% |
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 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