-39.9%
LUMN vs TAP
-0.1%
-39.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +2.5% | -3.9% | +6.4% | +4.0% |
| 30D | +10.3% | -5.3% | +15.6% | +12.4% |
| 3M | -18.3% | -3.8% | -14.5% | -17.7% |
| 6M | +4.4% | -11.4% | +15.7% | +8.2% |
| YTD | -10.7% | -13.7% | +3.1% | -7.2% |
| 1Y | +14.0% | -17.2% | +31.1% | +19.8% |
| 3Y | +406.6% | -33.1% | +439.6% | +473.4% |
| All | -39.9% | -0.1% | -39.8% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling