-27.5%
FBTC vs LUMN
+42.5%
-70.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.2% |
| 7D | +2.9% | +12.1% | -9.2% | +0.8% |
| 30D | +23.0% | +11.3% | +11.7% | +20.2% |
| 3M | +25.6% | -31.6% | +57.2% | +34.7% |
| 6M | +9.0% | -2.7% | +11.7% | +7.6% |
| YTD | -8.9% | -12.9% | +3.9% | -9.8% |
| 1Y | -27.5% | +36.2% | -63.8% | -26.9% |
| All | -27.5% | +42.5% | -70.1% | -26.9% |
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