-39.9%
LUMN vs BB
-26.5%
-13.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +10.3% | -12.5% | +22.9% | +14.0% |
| 3M | -18.3% | -17.4% | -0.8% | -15.3% |
| 6M | +4.4% | +119.1% | -114.8% | -18.1% |
| YTD | -10.7% | +102.4% | -113.1% | -28.4% |
| 1Y | +14.0% | +98.2% | -84.2% | -8.6% |
| 3Y | +406.6% | +46.9% | +359.6% | +315.2% |
| All | -39.9% | -26.5% | -13.5% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling