+36.2%
LUMN vs BB
+105.3%
-69.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +12.1% | -5.6% | +17.7% | +13.6% |
| 30D | +11.3% | -11.8% | +23.1% | +14.6% |
| 3M | -31.6% | -25.5% | -6.1% | -27.0% |
| 6M | -2.7% | +121.3% | -124.0% | -24.7% |
| YTD | -12.9% | +103.2% | -116.0% | -30.8% |
| 1Y | +36.2% | +102.6% | -66.4% | +13.2% |
| All | +36.2% | +105.3% | -69.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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