+20.4%
BTDR vs LUMN
-37.8%
+58.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.3% |
| 7D | -3.4% | +2.5% | -5.9% | -4.0% |
| 30D | +32.6% | +10.3% | +22.3% | +29.4% |
| 3M | -32.2% | -18.3% | -14.0% | -29.2% |
| 6M | +52.4% | +4.4% | +48.0% | +52.0% |
| YTD | +6.7% | -10.7% | +17.4% | +8.5% |
| 1Y | -15.2% | +14.0% | -29.2% | -17.4% |
| 3Y | +14.9% | +406.6% | -391.7% | -17.1% |
| All | +20.4% | -37.8% | +58.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling