-46.7%
LUMN vs BB
+257.4%
-304.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | +10.3% | -12.5% | +22.9% | +12.0% |
| 3M | -18.3% | -17.4% | -0.8% | -16.8% |
| 6M | +4.4% | +119.1% | -114.8% | -5.8% |
| YTD | -10.7% | +102.4% | -113.1% | -18.7% |
| 1Y | +14.0% | +98.2% | -84.2% | +3.8% |
| 3Y | +406.6% | +46.9% | +359.6% | +367.0% |
| 5Y | -36.8% | -26.4% | -10.4% | -38.9% |
| 10Y | -56.2% | +1.3% | -57.5% | -61.0% |
| All | -46.7% | +257.4% | -304.1% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling