-56.5%
LUMN vs BR
+189.7%
-246.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +2.5% | -3.0% | +5.5% | +4.3% |
| 30D | +10.3% | -0.3% | +10.6% | +10.0% |
| 3M | -18.3% | +17.3% | -35.6% | -26.7% |
| 6M | +4.4% | -6.7% | +11.1% | +6.7% |
| YTD | -10.7% | -23.4% | +12.8% | +2.5% |
| 1Y | +14.0% | -32.7% | +46.6% | +42.3% |
| 3Y | +406.6% | -5.9% | +412.5% | +407.2% |
| 5Y | -36.8% | +8.4% | -45.2% | -42.6% |
| All | -56.5% | +189.7% | -246.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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