+186.3%
BURL vs LUMN
-55.8%
+242.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -9.9% | +2.5% | -12.4% | -10.1% |
| 30D | -32.4% | +10.3% | -42.7% | -33.2% |
| 3M | -30.2% | -18.3% | -11.9% | -29.1% |
| 6M | -21.3% | +4.4% | -25.7% | -22.3% |
| YTD | -17.2% | -10.7% | -6.6% | -17.8% |
| 1Y | -14.4% | +14.0% | -28.4% | -18.0% |
| 3Y | +55.0% | +406.6% | -351.5% | +7.8% |
| 5Y | -16.8% | -36.8% | +20.0% | -19.4% |
| All | +186.3% | -55.8% | +242.2% | +150.0% |
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 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