+134.2%
BP vs LUMN
-55.8%
+190.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +5.2% | +2.5% | +2.7% | +5.0% |
| 30D | +8.7% | +10.3% | -1.6% | +7.7% |
| 3M | +9.3% | -18.3% | +27.6% | +10.8% |
| 6M | +13.6% | +4.4% | +9.2% | +11.9% |
| YTD | +37.7% | -10.7% | +48.3% | +36.2% |
| 1Y | +40.6% | +14.0% | +26.7% | +34.6% |
| 3Y | +40.3% | +406.6% | -366.2% | -3.2% |
| 5Y | +141.4% | -36.8% | +178.2% | +147.8% |
| All | +134.2% | -55.8% | +190.0% | +125.8% |
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