+14,455.4%
BN vs LUMN
+156.1%
+14,299.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -5.2% | +2.5% | -7.7% | -5.6% |
| 30D | -14.5% | +10.3% | -24.8% | -16.0% |
| 3M | -15.0% | -18.3% | +3.3% | -12.8% |
| 6M | -5.4% | +4.4% | -9.8% | -7.5% |
| YTD | -16.4% | -10.7% | -5.8% | -17.5% |
| 1Y | -16.2% | +14.0% | -30.2% | -22.1% |
| 3Y | +67.5% | +406.6% | -339.0% | -5.8% |
| 5Y | +34.1% | -36.8% | +70.9% | +16.2% |
| 10Y | +261.8% | -56.2% | +318.0% | +210.1% |
| All | +14,455.4% | +156.1% | +14,299.3% | +8,492.7% |
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