-37.8%
BROS vs LUMN
-62.6%
+24.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -11.0% | -10.5% | -19.3% |
| 7D | -21.4% | -16.9% | -4.5% | -18.5% |
| 30D | -11.5% | -32.7% | +21.2% | -5.4% |
| 3M | -47.4% | -34.5% | -12.8% | -43.5% |
| 6M | -39.5% | -56.9% | +17.3% | -30.8% |
| YTD | -43.5% | -48.8% | +5.2% | -39.8% |
| 1Y | -37.8% | -63.4% | +25.6% | -30.3% |
| All | -37.8% | -62.6% | +24.9% | -30.3% |
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 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