+907.8%
BX vs LUMN
-52.5%
+960.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | -5.6% | +2.5% | -8.1% | -6.1% |
| 30D | -12.2% | +10.3% | -22.6% | -14.3% |
| 3M | +7.4% | -18.3% | +25.7% | +11.0% |
| 6M | +22.2% | +4.4% | +17.8% | +18.3% |
| YTD | -14.0% | -10.7% | -3.3% | -15.5% |
| 1Y | -27.3% | +14.0% | -41.3% | -34.5% |
| 3Y | +24.5% | +406.6% | -382.0% | -46.5% |
| 5Y | +18.9% | -36.8% | +55.7% | +6.4% |
| 10Y | +665.4% | -56.2% | +721.6% | +563.7% |
| All | +907.8% | -52.5% | +960.3% | +584.4% |
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