+36.2%
LUMN vs BUD
+36.8%
-0.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +12.1% | +0.3% | +11.8% | +12.0% |
| 30D | +11.3% | -5.7% | +17.0% | +12.2% |
| 3M | -31.6% | +3.1% | -34.7% | -31.7% |
| 6M | -2.7% | +7.9% | -10.6% | -4.2% |
| YTD | -12.9% | +27.3% | -40.2% | -3.4% |
| 1Y | +36.2% | +37.8% | -1.6% | +73.5% |
| All | +36.2% | +36.8% | -0.6% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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