-56.5%
LUMN vs BG
+166.7%
-223.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.3% |
| 7D | +2.5% | +3.1% | -0.6% | +1.7% |
| 30D | +10.3% | +10.2% | +0.1% | +7.6% |
| 3M | -18.3% | -1.7% | -16.6% | -18.2% |
| 6M | +4.4% | +1.0% | +3.4% | +3.2% |
| YTD | -10.7% | +39.9% | -50.6% | -18.8% |
| 1Y | +14.0% | +53.2% | -39.3% | +0.6% |
| 3Y | +406.6% | +16.3% | +390.3% | +372.6% |
| 5Y | -36.8% | +83.9% | -120.7% | -49.8% |
| All | -56.5% | +166.7% | -223.1% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling