+285.2%
BRO vs LUMN
-55.8%
+341.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -7.3% | +2.5% | -9.8% | -7.4% |
| 30D | -6.9% | +10.3% | -17.2% | -7.4% |
| 3M | +10.7% | -18.3% | +28.9% | +11.5% |
| 6M | -2.7% | +4.4% | -7.1% | -3.8% |
| YTD | -16.3% | -10.7% | -5.6% | -17.0% |
| 1Y | -29.1% | +14.0% | -43.0% | -31.5% |
| 3Y | -7.8% | +406.6% | -414.4% | -29.4% |
| 5Y | +18.7% | -36.8% | +55.5% | +21.3% |
| All | +285.2% | -55.8% | +341.0% | +266.3% |
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