-39.9%
LUMN vs BRKR
-39.7%
-0.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | +2.5% | -8.7% | +11.2% | +4.4% |
| 30D | +10.3% | -9.9% | +20.2% | +12.7% |
| 3M | -18.3% | -3.1% | -15.2% | -19.0% |
| 6M | +4.4% | +45.5% | -41.1% | -6.8% |
| YTD | -10.7% | +13.7% | -24.4% | -16.1% |
| 1Y | +14.0% | +67.4% | -53.5% | -4.3% |
| 3Y | +406.6% | -13.2% | +419.8% | +375.2% |
| All | -39.9% | -39.7% | -0.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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