-63.5%
LUMN vs BTG
+42.0%
-105.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | -18.2% | +17.4% | -35.6% | -20.2% |
| 30D | -32.5% | +8.0% | -40.5% | -33.3% |
| 3M | -32.4% | +32.5% | -64.9% | -35.6% |
| 6M | -59.3% | +21.6% | -80.9% | -61.0% |
| YTD | -48.6% | +21.2% | -69.9% | -51.3% |
| 1Y | -63.5% | +43.9% | -107.4% | -65.6% |
| All | -63.5% | +42.0% | -105.5% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling