+406.6%
LUMN vs BB
+64.9%
+341.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +10.3% | -12.5% | +22.9% | +14.1% |
| 3M | -18.3% | -17.4% | -0.8% | -15.2% |
| 6M | +4.4% | +119.1% | -114.8% | -19.6% |
| YTD | -10.7% | +102.4% | -113.1% | -29.6% |
| 1Y | +14.0% | +98.2% | -84.2% | -10.1% |
| 3Y | +406.6% | +46.9% | +359.6% | +293.6% |
| All | +406.6% | +64.9% | +341.6% | +293.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling