-63.5%
LUMN vs BG
+4.9%
-68.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -18.2% | +2.5% | -20.8% | -18.4% |
| 30D | -32.5% | -6.1% | -26.4% | -32.0% |
| 3M | -32.4% | -8.5% | -23.9% | -31.7% |
| 6M | -59.3% | -20.4% | -38.9% | -58.4% |
| YTD | -48.6% | +13.3% | -61.9% | -51.5% |
| 1Y | -63.5% | +7.3% | -70.8% | -66.3% |
| All | -63.5% | +4.9% | -68.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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