-24.4%
BRO vs LUMN
+44.7%
-69.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.8% |
| 7D | -2.6% | +12.1% | -14.7% | -1.5% |
| 30D | +0.9% | +11.3% | -10.5% | +2.1% |
| 3M | +24.8% | -31.6% | +56.4% | +22.5% |
| 6M | -0.1% | -2.7% | +2.7% | +0.2% |
| YTD | -9.7% | -12.9% | +3.2% | -10.3% |
| All | -24.4% | +44.7% | -69.0% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling