-39.9%
LUMN vs BR
+8.0%
-47.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +2.5% | -3.0% | +5.5% | +4.4% |
| 30D | +10.3% | -0.3% | +10.6% | +9.9% |
| 3M | -18.3% | +17.3% | -35.6% | -27.2% |
| 6M | +4.4% | -6.7% | +11.1% | +8.1% |
| YTD | -10.7% | -23.4% | +12.8% | +7.0% |
| 1Y | +14.0% | -32.7% | +46.6% | +52.7% |
| 3Y | +406.6% | -5.9% | +412.5% | +399.3% |
| All | -39.9% | +8.0% | -47.9% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling