+55.0%
BURL vs LUMN
+385.3%
-330.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -9.9% | +2.5% | -12.4% | -10.1% |
| 30D | -32.4% | +10.3% | -42.7% | -32.9% |
| 3M | -30.2% | -18.3% | -11.9% | -29.4% |
| 6M | -21.3% | +4.4% | -25.7% | -21.9% |
| YTD | -17.2% | -10.7% | -6.6% | -17.5% |
| 1Y | -14.4% | +14.0% | -28.4% | -16.6% |
| 3Y | +55.0% | +406.6% | -351.5% | +19.0% |
| All | +55.0% | +385.3% | -330.3% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling