+1,661.1%
BMY vs LUMN
+156.1%
+1,505.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -4.8% | +2.5% | -7.3% | -5.0% |
| 30D | -0.1% | +10.3% | -10.4% | -1.1% |
| 3M | +13.1% | -18.3% | +31.4% | +14.8% |
| 6M | +8.4% | +4.4% | +4.0% | +6.7% |
| YTD | +22.0% | -10.7% | +32.7% | +20.8% |
| 1Y | +40.3% | +14.0% | +26.3% | +33.8% |
| 3Y | +20.5% | +406.6% | -386.0% | -17.9% |
| 5Y | +23.7% | -36.8% | +60.5% | +13.4% |
| 10Y | +62.6% | -56.2% | +118.8% | +46.8% |
| All | +1,661.1% | +156.1% | +1,505.0% | +998.7% |
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