-5.3%
BURL vs LUMN
-59.3%
+54.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.9% | +13.6% | +7.9% |
| 7D | +10.4% | -6.9% | +17.3% | +10.6% |
| 30D | -4.9% | -20.5% | +15.5% | -4.3% |
| 3M | -29.8% | -33.4% | +3.6% | -28.8% |
| 6M | -16.5% | -52.1% | +35.6% | -13.9% |
| YTD | -10.5% | -42.5% | +31.9% | -9.4% |
| 1Y | -5.3% | -57.6% | +52.3% | -9.0% |
| All | -5.3% | -59.3% | +54.0% | -9.0% |
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