+67.5%
BN vs LUMN
+385.3%
-317.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -5.2% | +2.5% | -7.7% | -5.4% |
| 30D | -14.5% | +10.3% | -24.8% | -15.2% |
| 3M | -15.0% | -18.3% | +3.3% | -13.9% |
| 6M | -5.4% | +4.4% | -9.8% | -6.2% |
| YTD | -16.4% | -10.7% | -5.8% | -16.8% |
| 1Y | -16.2% | +14.0% | -30.2% | -18.6% |
| 3Y | +67.5% | +406.6% | -339.0% | +37.7% |
| All | +67.5% | +385.3% | -317.8% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling