+4.4%
LUMN vs BWA
+27.7%
-23.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.9% |
| 7D | +2.5% | -1.3% | +3.8% | +3.4% |
| 30D | +10.3% | -2.9% | +13.3% | +12.5% |
| 3M | -18.3% | -10.7% | -7.5% | -11.2% |
| 6M | +4.4% | +26.5% | -22.1% | -7.0% |
| All | +4.4% | +27.7% | -23.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 6mo: compounded portfolio wealth divided by compounded BWA 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…
6mo analysis · Full analysis span regression · 6 months rolling