-49.0%
LUMN vs BR
+1,278.7%
-1,327.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +2.5% | -3.0% | +5.5% | +3.9% |
| 30D | +10.3% | -0.3% | +10.6% | +10.1% |
| 3M | -18.3% | +17.3% | -35.6% | -24.6% |
| 6M | +4.4% | -6.7% | +11.1% | +5.9% |
| YTD | -10.7% | -23.4% | +12.8% | -1.8% |
| 1Y | +14.0% | -32.7% | +46.6% | +32.7% |
| 3Y | +406.6% | -5.9% | +412.5% | +410.3% |
| 5Y | -36.8% | +8.4% | -45.2% | -40.2% |
| 10Y | -56.2% | +189.2% | -245.4% | -71.6% |
| All | -49.0% | +1,278.7% | -1,327.7% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling