-63.5%
LUMN vs BNS
+44.1%
-107.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -18.2% | -2.2% | -16.0% | -16.4% |
| 30D | -32.5% | +5.1% | -37.6% | -35.0% |
| 3M | -32.4% | +4.7% | -37.1% | -34.8% |
| 6M | -59.3% | +19.0% | -78.3% | -65.9% |
| YTD | -48.6% | +28.2% | -76.8% | -61.4% |
| 1Y | -63.5% | +43.4% | -106.9% | -75.7% |
| All | -63.5% | +44.1% | -107.7% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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