+19.7%
BROS vs LUMN
-39.6%
+59.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.8% |
| 7D | -5.8% | +2.5% | -8.3% | -6.1% |
| 30D | -14.0% | +10.3% | -24.3% | -15.2% |
| 3M | -32.5% | -18.3% | -14.2% | -31.0% |
| 6M | -14.9% | +4.4% | -19.3% | -16.2% |
| YTD | -28.3% | -10.7% | -17.6% | -28.7% |
| 1Y | -34.0% | +14.0% | -47.9% | -37.3% |
| 3Y | +63.0% | +406.6% | -343.6% | +13.3% |
| All | +19.7% | -39.6% | +59.3% | +39.6% |
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