+406.6%
LUMN vs TCOM
+8.0%
+398.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +2.5% | -4.9% | +7.4% | +3.4% |
| 30D | +10.3% | -14.4% | +24.7% | +13.2% |
| 3M | -18.3% | -17.7% | -0.6% | -15.8% |
| 6M | +4.4% | -25.1% | +29.5% | +9.6% |
| YTD | -10.7% | -45.7% | +35.1% | -2.0% |
| 1Y | +14.0% | -47.9% | +61.8% | +25.5% |
| 3Y | +406.6% | +8.9% | +397.6% | +447.1% |
| All | +406.6% | +8.0% | +398.6% | +447.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling