+36.2%
LUMN vs BTG
+38.4%
-2.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | +12.1% | -0.9% | +13.0% | +12.1% |
| 30D | +11.3% | +36.8% | -25.5% | +5.9% |
| 3M | -31.6% | +23.1% | -54.7% | -34.0% |
| 6M | -2.7% | +3.5% | -6.2% | -5.0% |
| YTD | -12.9% | +25.5% | -38.4% | -17.3% |
| 1Y | +36.2% | +40.1% | -3.9% | +16.1% |
| All | +36.2% | +38.4% | -2.2% | +16.1% |
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