+6,012.7%
BTI vs LUMN
+156.1%
+5,856.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | -1.1% | +10.3% | -11.4% | -2.0% |
| 3M | -8.8% | -18.3% | +9.5% | -7.5% |
| 6M | -4.0% | +4.4% | -8.3% | -5.2% |
| YTD | +0.4% | -10.7% | +11.0% | -0.4% |
| 1Y | +1.9% | +14.0% | -12.0% | -2.1% |
| 3Y | +108.5% | +406.6% | -298.1% | +47.1% |
| 5Y | +118.5% | -36.8% | +155.3% | +102.0% |
| 10Y | +75.1% | -56.2% | +131.3% | +60.4% |
| All | +6,012.7% | +156.1% | +5,856.6% | +3,899.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling