+98.2%
LUMN vs BWA
+3,445.0%
-3,346.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | +10.3% | -2.9% | +13.3% | +11.3% |
| 3M | -18.3% | -10.7% | -7.5% | -15.5% |
| 6M | +4.4% | +26.5% | -22.1% | -2.7% |
| YTD | -10.7% | +49.1% | -59.8% | -21.6% |
| 1Y | +14.0% | +52.1% | -38.1% | -0.9% |
| 3Y | +406.6% | +72.6% | +334.0% | +322.0% |
| 5Y | -36.8% | +89.4% | -126.2% | -48.9% |
| 10Y | -56.2% | +157.7% | -213.9% | -68.0% |
| All | +98.2% | +3,445.0% | -3,346.9% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling