-56.5%
LUMN vs BTG
+159.3%
-215.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +2.5% | -3.8% | +6.3% | +3.0% |
| 30D | +10.3% | +3.6% | +6.7% | +9.7% |
| 3M | -18.3% | +32.0% | -50.3% | -21.3% |
| 6M | +4.4% | +3.4% | +1.0% | +2.9% |
| YTD | -10.7% | +20.8% | -31.5% | -14.0% |
| 1Y | +14.0% | +22.4% | -8.5% | +9.0% |
| 3Y | +406.6% | +91.7% | +314.9% | +353.2% |
| 5Y | -36.8% | +79.0% | -115.8% | -43.5% |
| All | -56.5% | +159.3% | -215.7% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling