-21.2%
BSX vs LUMN
+385.3%
-406.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -10.1% | +2.5% | -12.6% | -10.1% |
| 30D | -16.4% | +10.3% | -26.7% | -16.6% |
| 3M | -8.9% | -18.3% | +9.4% | -8.5% |
| 6M | -38.3% | +4.4% | -42.6% | -38.6% |
| YTD | -54.9% | -10.7% | -44.2% | -54.9% |
| 1Y | -58.8% | +14.0% | -72.8% | -59.1% |
| 3Y | -21.2% | +406.6% | -427.8% | -24.8% |
| All | -21.2% | +385.3% | -406.5% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling