+24.2%
LUMN vs BAM
+66.2%
-42.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | -6.6% | +9.1% | +7.4% |
| 30D | +10.3% | -12.4% | +22.8% | +20.7% |
| 3M | -18.3% | +2.4% | -20.6% | -21.4% |
| 6M | +4.4% | +7.9% | -3.6% | -3.5% |
| YTD | -10.7% | -7.0% | -3.7% | -8.7% |
| 1Y | +14.0% | -13.4% | +27.4% | +22.7% |
| 3Y | +406.6% | +46.9% | +359.7% | +257.5% |
| All | +24.2% | +66.2% | -42.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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