+856.3%
BURL vs LUMN
-53.8%
+910.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -8.9% | -6.6% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -35.6% | +2.6% | -38.2% | -35.9% |
| 3M | -26.3% | -19.6% | -6.7% | -25.0% |
| 6M | -20.7% | +2.7% | -23.4% | -21.6% |
| YTD | -17.2% | -12.4% | -4.8% | -17.6% |
| 1Y | -15.0% | +21.0% | -36.0% | -19.3% |
| 3Y | +53.2% | +379.6% | -326.4% | +6.4% |
| 5Y | -18.7% | -39.9% | +21.2% | -21.5% |
| 10Y | +192.1% | -57.0% | +249.1% | +166.6% |
| All | +856.3% | -53.8% | +910.1% | +756.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling