-56.5%
LUMN vs BNS
+188.9%
-245.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.4% |
| 7D | +2.5% | -0.4% | +2.9% | +2.8% |
| 30D | +10.3% | +3.5% | +6.9% | +7.4% |
| 3M | -18.3% | +14.1% | -32.3% | -26.8% |
| 6M | +4.4% | +33.8% | -29.4% | -17.4% |
| YTD | -10.7% | +29.5% | -40.1% | -27.6% |
| 1Y | +14.0% | +48.4% | -34.4% | -17.1% |
| 3Y | +406.6% | +129.6% | +277.0% | +164.6% |
| 5Y | -36.8% | +96.1% | -132.9% | -63.5% |
| All | -56.5% | +188.9% | -245.3% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling