-12.0%
BURL vs LUMN
+42.5%
-54.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.7% |
| 7D | -2.8% | +12.1% | -14.9% | -3.4% |
| 30D | -28.2% | +11.3% | -39.5% | -28.6% |
| 3M | -17.6% | -31.6% | +14.0% | -15.8% |
| 6M | -11.8% | -2.7% | -9.0% | -11.4% |
| YTD | -8.1% | -12.9% | +4.7% | -8.2% |
| 1Y | -12.0% | +36.2% | -48.2% | -12.6% |
| All | -12.0% | +42.5% | -54.5% | -12.6% |
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