+7,924.2%
BNY vs LUMN
+156.1%
+7,768.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -1.3% | +2.5% | -3.8% | -1.8% |
| 30D | -0.2% | +10.3% | -10.5% | -2.3% |
| 3M | +14.9% | -18.3% | +33.2% | +18.5% |
| 6M | +40.0% | +4.4% | +35.6% | +35.8% |
| YTD | +42.0% | -10.7% | +52.7% | +39.1% |
| 1Y | +56.9% | +14.0% | +42.9% | +42.6% |
| 3Y | +289.9% | +406.6% | -116.7% | +80.5% |
| 5Y | +259.2% | -36.8% | +296.0% | +195.8% |
| 10Y | +413.3% | -56.2% | +469.4% | +314.3% |
| All | +7,924.2% | +156.1% | +7,768.0% | +3,525.9% |
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