-22.1%
LUMN vs BRKR
+172.5%
-194.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +1.9% |
| 7D | +2.5% | -8.7% | +11.2% | +3.6% |
| 30D | +10.3% | -9.9% | +20.2% | +11.6% |
| 3M | -18.3% | -3.1% | -15.2% | -18.5% |
| 6M | +4.4% | +45.5% | -41.1% | -1.2% |
| YTD | -10.7% | +13.7% | -24.4% | -13.2% |
| 1Y | +14.0% | +67.4% | -53.5% | +5.1% |
| 3Y | +406.6% | -13.2% | +419.8% | +397.6% |
| 5Y | -36.8% | -39.5% | +2.7% | -36.0% |
| 10Y | -56.2% | +153.5% | -209.6% | -62.1% |
| All | -22.1% | +172.5% | -194.6% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling