-56.5%
LUMN vs BUD
-22.3%
-34.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +2.5% | -2.6% | +5.1% | +3.4% |
| 30D | +10.3% | -1.2% | +11.5% | +10.7% |
| 3M | -18.3% | -4.9% | -13.3% | -17.0% |
| 6M | +4.4% | +9.3% | -4.9% | +0.7% |
| YTD | -10.7% | +24.0% | -34.7% | -17.5% |
| 1Y | +14.0% | +34.5% | -20.6% | +1.9% |
| 3Y | +406.6% | +43.7% | +362.9% | +336.1% |
| 5Y | -36.8% | +46.0% | -82.8% | -47.2% |
| All | -56.5% | -22.3% | -34.2% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling