+109.8%
BTSG vs LUMN
+11.9%
+97.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | -3.3% | +2.5% | -5.8% | -3.7% |
| 30D | -1.6% | +10.3% | -11.9% | -3.3% |
| 3M | -6.9% | -18.3% | +11.4% | -4.5% |
| 6M | +42.1% | +4.4% | +37.7% | +39.8% |
| YTD | +56.8% | -10.7% | +67.5% | +56.5% |
| 1Y | +109.8% | +14.0% | +95.9% | +105.4% |
| All | +109.8% | +11.9% | +97.9% | +105.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling