+71.4%
BTI vs LUMN
-55.8%
+127.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -0.2% | +2.5% | -2.7% | -0.3% |
| 30D | -1.1% | +10.3% | -11.4% | -1.6% |
| 3M | -8.8% | -18.3% | +9.5% | -8.0% |
| 6M | -4.0% | +4.4% | -8.3% | -4.6% |
| YTD | +0.4% | -10.7% | +11.0% | 0.0% |
| 1Y | +1.9% | +14.0% | -12.0% | -0.2% |
| 3Y | +108.5% | +406.6% | -298.1% | +66.9% |
| 5Y | +118.5% | -36.8% | +155.3% | +120.8% |
| All | +71.4% | -55.8% | +127.2% | +65.2% |
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